+255.0%
UPS vs FDX
+1,032.2%
-777.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +1.7% | +0.5% | +1.3% | +1.5% |
| 30D | +17.4% | +9.5% | +7.9% | +12.2% |
| 3M | +7.7% | -1.3% | +9.1% | +8.5% |
| 6M | +13.8% | +5.5% | +8.3% | +10.7% |
| YTD | +17.3% | +38.9% | -21.6% | -0.7% |
| 1Y | +27.2% | +58.8% | -31.6% | +0.6% |
| 3Y | -5.6% | +71.1% | -76.8% | -29.8% |
| 5Y | -33.5% | +76.3% | -109.8% | -52.9% |
| 10Y | +43.7% | +153.4% | -109.7% | -20.1% |
| All | +255.0% | +1,032.2% | -777.2% | -12.9% |
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 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