+70.0%
FDX vs USFR
+21.3%
+48.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.8% | -2.7% |
| 7D | -1.6% | +0.1% | -1.7% | -1.5% |
| 30D | +6.6% | +0.4% | +6.2% | +7.3% |
| 3M | -2.1% | +1.1% | -3.1% | -0.4% |
| 6M | +2.2% | +2.1% | +0.1% | +5.4% |
| YTD | +33.9% | +3.4% | +30.5% | +39.9% |
| 1Y | +50.2% | +4.1% | +46.1% | +57.6% |
| 3Y | +65.5% | +14.4% | +51.1% | +90.0% |
| All | +70.0% | +21.3% | +48.7% | +84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling