+153.5%
FDX vs URA
+266.3%
-112.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.9% |
| 7D | +5.2% | -1.5% | +6.7% | +5.5% |
| 30D | +11.3% | -10.4% | +21.7% | +13.9% |
| 3M | -4.1% | -29.6% | +25.5% | +3.3% |
| 6M | +9.6% | -40.3% | +49.9% | +22.0% |
| YTD | +40.9% | -25.5% | +66.4% | +46.4% |
| 1Y | +53.0% | -26.4% | +79.4% | +59.0% |
| 3Y | +74.1% | +31.4% | +42.6% | +46.1% |
| 5Y | +75.1% | +28.6% | +46.5% | +42.4% |
| All | +153.5% | +266.3% | -112.7% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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