+76.3%
FDX vs URA
+32.3%
+44.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +3.3% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | +9.5% | -14.8% | +24.3% | +12.3% |
| 3M | -1.3% | -25.3% | +24.0% | +3.2% |
| 6M | +5.5% | -39.9% | +45.5% | +14.1% |
| YTD | +38.9% | -22.4% | +61.3% | +42.0% |
| 1Y | +58.8% | -29.0% | +87.8% | +64.6% |
| 3Y | +71.1% | +41.0% | +30.2% | +46.6% |
| 5Y | +76.3% | +38.3% | +38.0% | +43.6% |
| All | +76.3% | +32.3% | +44.0% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling