+174.6%
FDX vs TRU
+247.4%
-72.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | -2.1% | 0.0% | -2.0% | -2.0% |
| 30D | +10.4% | +24.3% | -13.8% | +2.1% |
| 3M | +0.5% | +2.3% | -1.8% | -1.0% |
| 6M | +6.5% | +17.7% | -11.2% | -1.0% |
| YTD | +40.2% | -3.8% | +44.0% | +38.0% |
| 1Y | +52.1% | -0.3% | +52.4% | +47.6% |
| 3Y | +72.8% | +58.4% | +14.4% | +34.9% |
| 5Y | +76.3% | -24.0% | +100.3% | +77.3% |
| 10Y | +155.7% | +187.9% | -32.2% | +62.4% |
| All | +174.6% | +247.4% | -72.7% | +70.1% |
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