+65.8%
FDX vs URI
+113.1%
-47.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.0% |
| 7D | -2.5% | -2.0% | -0.5% | -2.0% |
| 30D | +3.8% | -12.9% | +16.7% | +8.2% |
| 3M | -1.3% | -6.7% | +5.4% | +0.3% |
| 6M | +5.0% | +19.0% | -14.0% | -2.0% |
| YTD | +39.6% | +25.5% | +14.1% | +26.6% |
| 1Y | +81.1% | +5.5% | +75.6% | +74.3% |
| All | +65.8% | +113.1% | -47.3% | +22.2% |
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