+156.3%
FDX vs USFR
+28.5%
+127.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +9.3% | +0.4% | +8.9% | +9.1% |
| 3M | +0.5% | +1.1% | -0.6% | -0.1% |
| 6M | +5.3% | +2.0% | +3.3% | +4.2% |
| YTD | +38.6% | +3.4% | +35.2% | +35.9% |
| 1Y | +53.5% | +4.1% | +49.4% | +49.9% |
| 3Y | +74.2% | +14.3% | +59.9% | +60.0% |
| 5Y | +75.3% | +21.3% | +54.0% | +52.6% |
| 10Y | +156.3% | +28.5% | +127.8% | +120.7% |
| All | +156.3% | +28.5% | +127.8% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling