+62.8%
FDX vs USFR
+14.0%
+48.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.4% |
| 7D | -3.3% | +0.1% | -3.4% | -3.1% |
| 30D | -1.4% | +0.3% | -1.7% | -0.1% |
| 3M | -4.5% | +1.0% | -5.5% | -0.6% |
| 6M | +9.4% | +1.9% | +7.5% | +17.6% |
| YTD | +36.0% | +2.7% | +33.4% | +49.3% |
| 1Y | +75.5% | +4.0% | +71.5% | +98.9% |
| 3Y | +62.8% | +14.0% | +48.8% | +167.4% |
| All | +62.8% | +14.0% | +48.8% | +167.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling