+74.1%
FDX vs URI
+153.1%
-79.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.9% |
| 7D | +5.2% | +6.7% | -1.5% | +3.1% |
| 30D | +11.3% | +8.9% | +2.4% | +8.1% |
| 3M | -4.1% | +0.5% | -4.6% | -4.8% |
| 6M | +9.6% | +20.7% | -11.0% | +2.1% |
| YTD | +40.9% | +40.0% | +0.9% | +22.8% |
| 1Y | +53.0% | +34.4% | +18.6% | +35.2% |
| 3Y | +74.1% | +149.5% | -75.4% | +23.5% |
| All | +74.1% | +153.1% | -79.0% | +23.5% |
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