+153.4%
FDX vs UL
+106.3%
+47.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +0.5% | +2.6% | -2.1% | -0.4% |
| 30D | +9.5% | +6.8% | +2.8% | +7.0% |
| 3M | -1.3% | +5.7% | -7.1% | -3.3% |
| 6M | +5.5% | +15.9% | -10.3% | -0.2% |
| YTD | +38.9% | +4.3% | +34.6% | +35.9% |
| 1Y | +58.8% | -0.4% | +59.2% | +57.8% |
| 3Y | +71.1% | +35.0% | +36.2% | +47.9% |
| 5Y | +76.3% | +31.6% | +44.7% | +51.0% |
| 10Y | +153.4% | +104.6% | +48.8% | +98.6% |
| All | +153.4% | +106.3% | +47.1% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling