+70.0%
FDX vs UL
+31.0%
+39.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -2.1% |
| 7D | -1.6% | +1.1% | -2.8% | -1.9% |
| 30D | +6.6% | +8.2% | -1.6% | +4.4% |
| 3M | -2.1% | +4.5% | -6.6% | -3.2% |
| 6M | +2.2% | +12.6% | -10.4% | -1.1% |
| YTD | +33.9% | +3.5% | +30.4% | +32.2% |
| 1Y | +50.2% | -0.4% | +50.7% | +49.7% |
| 3Y | +65.5% | +36.0% | +29.5% | +45.8% |
| All | +70.0% | +31.0% | +39.1% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling