+250.1%
FDX vs USFR
+28.5%
+221.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.8% | -2.7% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | +6.6% | +0.4% | +6.2% | +6.4% |
| 3M | -2.1% | +1.1% | -3.1% | -2.5% |
| 6M | +2.2% | +2.1% | +0.1% | +1.3% |
| YTD | +33.9% | +3.4% | +30.5% | +32.0% |
| 1Y | +50.2% | +4.1% | +46.1% | +47.6% |
| 3Y | +65.5% | +14.4% | +51.1% | +56.0% |
| 5Y | +74.1% | +21.3% | +52.7% | +59.4% |
| 10Y | +156.7% | +28.5% | +128.2% | +130.0% |
| All | +250.1% | +28.5% | +221.6% | +208.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling