+175.5%
FDX vs UL
+65.6%
+109.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.2% |
| 7D | -3.3% | -1.3% | -2.0% | -2.9% |
| 30D | -1.4% | +0.9% | -2.3% | -1.7% |
| 3M | -4.5% | +14.2% | -18.8% | -9.2% |
| 6M | +9.4% | -3.2% | +12.6% | +10.1% |
| YTD | +36.0% | -0.3% | +36.3% | +35.3% |
| 1Y | +75.5% | -8.8% | +84.3% | +79.8% |
| 3Y | +62.8% | +23.9% | +38.9% | +45.6% |
| 5Y | +64.4% | +21.4% | +43.0% | +45.5% |
| 10Y | +175.5% | +66.7% | +108.8% | +132.6% |
| All | +175.5% | +65.6% | +109.9% | +132.6% |
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