+255.6%
UAL vs FDX
+384.5%
-128.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.7% | +4.8% | +4.3% |
| 7D | +8.2% | -1.6% | +9.8% | +9.7% |
| 30D | +2.3% | +6.6% | -4.3% | -2.7% |
| 3M | -12.7% | -2.1% | -10.6% | -11.7% |
| 6M | +12.7% | +2.2% | +10.5% | +9.7% |
| YTD | +0.8% | +33.9% | -33.1% | -21.7% |
| 1Y | +17.8% | +50.2% | -32.5% | -17.1% |
| 3Y | +206.7% | +65.5% | +141.2% | +89.0% |
| 5Y | +113.9% | +74.1% | +39.8% | +18.9% |
| 10Y | +97.0% | +156.7% | -59.7% | -35.9% |
| All | +255.6% | +384.5% | -128.9% | -36.8% |
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