+76.8%
UAL vs FDX
+152.0%
-75.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.0% | -5.0% | -5.3% |
| 7D | +0.7% | +0.8% | -0.1% | +0.2% |
| 30D | +7.8% | +9.9% | -2.1% | +1.6% |
| 3M | -11.1% | -1.9% | -9.2% | -10.1% |
| 6M | +16.1% | +6.1% | +10.0% | +11.2% |
| YTD | -0.5% | +38.8% | -39.3% | -19.9% |
| 1Y | +11.3% | +50.0% | -38.7% | -14.9% |
| 3Y | +192.8% | +71.0% | +121.8% | +98.7% |
| 5Y | +123.3% | +72.5% | +50.8% | +46.3% |
| All | +76.8% | +152.0% | -75.2% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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