+227.0%
UPS vs FDX
+1,038.5%
-811.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | -2.9% | -2.5% | -0.4% | -1.7% |
| 30D | -3.5% | +3.8% | -7.3% | -5.5% |
| 3M | -5.7% | -1.3% | -4.4% | -5.2% |
| 6M | -4.4% | +5.0% | -9.4% | -6.9% |
| YTD | +8.0% | +39.6% | -31.6% | -8.9% |
| 1Y | +29.0% | +81.1% | -52.1% | -4.6% |
| 3Y | -27.7% | +63.0% | -90.8% | -45.1% |
| 5Y | -34.3% | +65.6% | -99.9% | -52.2% |
| 10Y | +37.8% | +183.4% | -145.6% | -27.6% |
| All | +227.0% | +1,038.5% | -811.5% | -20.1% |
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 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