+155.7%
FDX vs URA
+277.9%
-122.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.6% |
| 7D | -2.1% | +2.9% | -4.9% | -2.8% |
| 30D | +10.4% | -10.8% | +21.2% | +13.1% |
| 3M | +0.5% | -25.5% | +26.0% | +6.9% |
| 6M | +6.5% | -41.2% | +47.7% | +19.0% |
| YTD | +40.2% | -21.3% | +61.5% | +43.9% |
| 1Y | +52.1% | -25.7% | +77.8% | +57.8% |
| 3Y | +72.8% | +43.1% | +29.8% | +42.0% |
| 5Y | +76.3% | +35.6% | +40.7% | +41.7% |
| 10Y | +155.7% | +281.3% | -125.6% | +33.5% |
| All | +155.7% | +277.9% | -122.2% | +33.5% |
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