+25.3%
UPS vs FDX
+73.2%
-47.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.2% |
| 7D | -3.7% | -2.3% | -1.4% | -2.2% |
| 30D | -3.7% | -4.9% | +1.1% | -0.7% |
| 3M | -6.6% | -6.5% | -0.1% | -2.7% |
| 6M | +2.6% | +6.7% | -4.1% | -1.9% |
| YTD | +4.8% | +33.9% | -29.1% | -11.8% |
| 1Y | +25.3% | +72.2% | -46.9% | -6.5% |
| All | +25.3% | +73.2% | -47.9% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling