+1,673.5%
FDX vs URI
+7,134.6%
-5,461.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.0% |
| 7D | -2.5% | -2.0% | -0.5% | -2.1% |
| 30D | +3.8% | -12.9% | +16.7% | +7.4% |
| 3M | -1.3% | -6.7% | +5.4% | +0.1% |
| 6M | +5.0% | +19.0% | -14.0% | -0.7% |
| YTD | +39.6% | +25.5% | +14.1% | +29.6% |
| 1Y | +81.1% | +5.5% | +75.6% | +75.3% |
| 3Y | +63.0% | +111.3% | -48.3% | +30.0% |
| 5Y | +65.6% | +198.6% | -132.9% | +18.7% |
| 10Y | +183.4% | +1,179.9% | -996.6% | +37.0% |
| All | +1,673.5% | +7,134.6% | -5,461.1% | +340.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling