+4,055.8%
FDX vs UL
+2,764.7%
+1,291.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.5% | +3.1% |
| 7D | +0.2% | +0.3% | -0.1% | +0.1% |
| 30D | +9.3% | +7.0% | +2.3% | +6.5% |
| 3M | +0.5% | +5.8% | -5.3% | -1.7% |
| 6M | +5.3% | +16.1% | -10.8% | -1.0% |
| YTD | +38.6% | +4.5% | +34.1% | +35.2% |
| 1Y | +53.5% | -1.3% | +54.8% | +52.7% |
| 3Y | +74.2% | +35.0% | +39.3% | +51.1% |
| 5Y | +75.3% | +31.9% | +43.3% | +51.2% |
| 10Y | +156.3% | +99.3% | +57.0% | +84.2% |
| All | +4,055.8% | +2,764.7% | +1,291.1% | +1,148.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling