+4,087.3%
FDX vs UL
+2,661.1%
+1,426.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -2.5% | -1.3% | -1.2% | -2.0% |
| 30D | +3.8% | +0.5% | +3.3% | +3.6% |
| 3M | -1.3% | +17.6% | -18.9% | -7.5% |
| 6M | +5.0% | -5.4% | +10.4% | +6.6% |
| YTD | +39.6% | +0.7% | +38.9% | +38.2% |
| 1Y | +81.1% | -9.3% | +90.4% | +85.9% |
| 3Y | +63.0% | +24.5% | +38.5% | +46.0% |
| 5Y | +65.6% | +23.2% | +42.4% | +46.7% |
| 10Y | +183.4% | +64.5% | +118.9% | +119.3% |
| All | +4,087.3% | +2,661.1% | +1,426.2% | +1,176.8% |
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