-25.1%
UPS vs FDX
+65.3%
-90.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | -2.9% | -2.5% | -0.4% | -1.5% |
| 30D | -3.5% | +3.8% | -7.3% | -5.7% |
| 3M | -5.7% | -1.3% | -4.4% | -5.2% |
| 6M | -4.4% | +5.0% | -9.4% | -7.1% |
| YTD | +8.0% | +39.6% | -31.6% | -9.8% |
| 1Y | +29.0% | +81.1% | -52.1% | -6.0% |
| All | -25.1% | +65.3% | -90.5% | -46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling