+9.2%
FDX vs URA
-44.2%
+53.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.3% | +1.4% | -3.3% |
| 7D | +2.9% | -13.3% | +16.2% | +4.4% |
| 30D | +9.6% | -25.9% | +35.5% | +13.1% |
| 3M | +2.4% | -27.8% | +30.1% | +5.5% |
| 6M | +9.2% | -42.8% | +52.1% | +15.5% |
| All | +9.2% | -44.2% | +53.5% | +15.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling