+70.2%
FDX vs URI
+136.1%
-65.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -7.1% | +3.3% | -1.7% |
| 7D | +2.9% | -12.9% | +15.8% | +7.2% |
| 30D | +9.6% | -3.4% | +13.0% | +10.5% |
| 3M | +2.4% | -10.0% | +12.4% | +5.2% |
| 6M | +9.2% | +12.2% | -3.0% | +4.1% |
| YTD | +37.7% | +29.8% | +8.0% | +22.9% |
| 1Y | +56.1% | +24.6% | +31.5% | +41.3% |
| All | +70.2% | +136.1% | -65.9% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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