+173.5%
FDX vs TRU
+238.0%
-64.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.9% | +5.4% | +1.5% |
| 7D | -2.5% | -6.8% | +4.2% | -0.2% |
| 30D | +3.8% | 0.0% | +3.8% | +3.6% |
| 3M | -1.3% | +13.3% | -14.6% | -6.4% |
| 6M | +5.0% | +3.4% | +1.6% | +2.4% |
| YTD | +39.6% | -6.4% | +46.0% | +39.4% |
| 1Y | +81.1% | -9.7% | +90.8% | +81.8% |
| 3Y | +63.0% | +0.1% | +62.9% | +50.2% |
| 5Y | +65.6% | -34.0% | +99.6% | +76.8% |
| 10Y | +183.4% | +147.9% | +35.5% | +89.1% |
| All | +173.5% | +238.0% | -64.5% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling