+65.8%
FDX vs UL
+25.2%
+40.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -2.5% | -1.3% | -1.2% | -2.3% |
| 30D | +3.8% | +0.5% | +3.3% | +3.7% |
| 3M | -1.3% | +17.6% | -18.9% | -3.4% |
| 6M | +5.0% | -5.4% | +10.4% | +5.2% |
| YTD | +39.6% | +0.7% | +38.9% | +39.2% |
| 1Y | +81.1% | -9.3% | +90.4% | +82.5% |
| All | +65.8% | +25.2% | +40.6% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling