+65.5%
FDX vs URA
+36.0%
+29.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.4% | -7.1% | -3.2% |
| 7D | -1.6% | -4.1% | +2.5% | -1.2% |
| 30D | +6.6% | -19.0% | +25.6% | +8.9% |
| 3M | -2.1% | -25.1% | +23.1% | +0.7% |
| 6M | +2.2% | -44.5% | +46.7% | +8.2% |
| YTD | +33.9% | -24.3% | +58.3% | +36.8% |
| 1Y | +50.2% | -28.1% | +78.4% | +53.9% |
| 3Y | +65.5% | +40.7% | +24.9% | +51.9% |
| All | +65.5% | +36.0% | +29.6% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling