+153.4%
FDX vs URA
+289.1%
-135.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +3.1% |
| 7D | +0.5% | +0.3% | +0.2% | +0.3% |
| 30D | +9.5% | -14.8% | +24.3% | +13.4% |
| 3M | -1.3% | -25.3% | +24.0% | +4.9% |
| 6M | +5.5% | -39.9% | +45.5% | +17.3% |
| YTD | +38.9% | -22.4% | +61.3% | +43.1% |
| 1Y | +58.8% | -29.0% | +87.8% | +66.6% |
| 3Y | +71.1% | +41.0% | +30.2% | +41.1% |
| 5Y | +76.3% | +38.3% | +38.0% | +40.6% |
| 10Y | +153.4% | +276.1% | -122.6% | +32.8% |
| All | +153.4% | +289.1% | -135.6% | +32.8% |
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