+84.9%
USB vs FDX
+155.6%
-70.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +1.4% | +0.5% | +1.0% | +1.2% |
| 30D | +6.4% | +9.5% | -3.1% | +2.3% |
| 3M | -4.5% | -1.3% | -3.1% | -4.2% |
| 6M | +11.4% | +5.5% | +5.8% | +8.0% |
| YTD | +17.1% | +38.9% | -21.8% | +0.1% |
| 1Y | +32.6% | +58.8% | -26.2% | +6.8% |
| 3Y | +101.8% | +71.1% | +30.7% | +52.7% |
| 5Y | +25.1% | +76.3% | -51.2% | -10.3% |
| 10Y | +84.9% | +153.4% | -68.6% | -12.1% |
| All | +84.9% | +155.6% | -70.7% | -12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling