-33.5%
UPS vs FDX
+63.0%
-96.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.4% |
| 7D | -3.7% | -2.3% | -1.4% | -2.5% |
| 30D | -3.7% | -4.9% | +1.1% | -1.3% |
| 3M | -6.6% | -6.5% | -0.1% | -3.4% |
| 6M | +2.6% | +6.7% | -4.1% | -0.9% |
| YTD | +4.8% | +33.9% | -29.1% | -9.7% |
| 1Y | +25.3% | +72.2% | -46.9% | -4.8% |
| 3Y | -26.9% | +60.2% | -87.1% | -44.0% |
| 5Y | -33.5% | +62.9% | -96.4% | -51.1% |
| All | -33.5% | +63.0% | -96.5% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling