+251.3%
UAL vs FDX
+405.1%
-153.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +3.0% |
| 7D | +0.7% | -2.5% | +3.2% | +2.7% |
| 30D | -16.1% | +3.8% | -19.9% | -19.0% |
| 3M | +6.1% | -1.3% | +7.4% | +6.4% |
| 6M | +10.8% | +5.0% | +5.8% | +5.6% |
| YTD | -0.4% | +39.6% | -40.0% | -25.1% |
| 1Y | +5.0% | +81.1% | -76.1% | -36.7% |
| 3Y | +124.0% | +63.0% | +61.0% | +39.7% |
| 5Y | +141.0% | +65.6% | +75.4% | +38.9% |
| 10Y | +118.0% | +183.4% | -65.3% | -35.6% |
| All | +251.3% | +405.1% | -153.8% | -39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling