+58.8%
FDX vs URA
-30.3%
+89.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.6% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | +9.5% | -14.8% | +24.3% | +11.6% |
| 3M | -1.3% | -25.3% | +24.0% | +2.0% |
| 6M | +5.5% | -39.9% | +45.5% | +11.8% |
| YTD | +38.9% | -22.4% | +61.3% | +42.9% |
| 1Y | +58.8% | -29.0% | +87.8% | +63.0% |
| All | +58.8% | -30.3% | +89.1% | +63.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling