+36.5%
USB vs FDX
+65.6%
-29.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.7% | +0.7% |
| 7D | +2.4% | +8.1% | -5.7% | -0.2% |
| 30D | +6.6% | +13.9% | -7.4% | +2.1% |
| 3M | -4.1% | +5.5% | -9.6% | -6.0% |
| 6M | +12.5% | +15.1% | -2.7% | +5.7% |
| YTD | +17.6% | +43.2% | -25.5% | +1.1% |
| 1Y | +36.5% | +65.0% | -28.5% | +13.1% |
| All | +36.5% | +65.6% | -29.1% | +13.1% |
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 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