+184.5%
FDX vs URA
+359.3%
-174.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.3% | -0.7% |
| 7D | -2.5% | +1.1% | -3.6% | -2.8% |
| 30D | +3.8% | +7.4% | -3.6% | +1.8% |
| 3M | -1.3% | -8.4% | +7.1% | +0.1% |
| 6M | +5.0% | -12.7% | +17.7% | +7.0% |
| YTD | +39.6% | +7.8% | +31.9% | +33.8% |
| 1Y | +81.1% | +19.5% | +61.7% | +66.5% |
| 3Y | +63.0% | +116.4% | -53.4% | +20.8% |
| 5Y | +65.6% | +134.3% | -68.7% | +12.7% |
| All | +184.5% | +359.3% | -174.8% | +47.7% |
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