+22.7%
USB vs FDX
+76.2%
-53.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.7% | -0.7% |
| 7D | -1.5% | +2.9% | -4.4% | -2.5% |
| 30D | +4.3% | +9.6% | -5.3% | +0.9% |
| 3M | -6.1% | +2.4% | -8.4% | -7.0% |
| 6M | +9.4% | +9.2% | +0.2% | +5.3% |
| YTD | +15.2% | +37.7% | -22.5% | +1.5% |
| 1Y | +32.8% | +56.1% | -23.4% | +11.7% |
| 3Y | +91.3% | +68.9% | +22.4% | +53.3% |
| 5Y | +22.7% | +79.0% | -56.3% | -3.9% |
| All | +22.7% | +76.2% | -53.6% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling