+98.3%
USB vs FDX
+63.5%
+34.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | +1.4% | -2.5% | +4.0% | +2.4% |
| 30D | -1.3% | +3.8% | -5.1% | -2.9% |
| 3M | +15.2% | -1.3% | +16.5% | +15.3% |
| 6M | +18.8% | +5.0% | +13.8% | +15.3% |
| YTD | +21.0% | +39.6% | -18.6% | +4.1% |
| 1Y | +34.0% | +81.1% | -47.1% | +3.2% |
| All | +98.3% | +63.5% | +34.7% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling