+8,438.8%
USB vs FDX
+4,233.7%
+4,205.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.8% |
| 3M | +15.2% | -1.3% | +16.5% | +15.4% |
| 6M | +18.8% | +5.0% | +13.8% | +15.7% |
| YTD | +21.0% | +39.6% | -18.6% | +5.6% |
| 1Y | +34.0% | +81.1% | -47.1% | +5.7% |
| 3Y | +95.3% | +63.0% | +32.3% | +56.8% |
| 5Y | +40.4% | +65.6% | -25.2% | +7.9% |
| 10Y | +107.3% | +183.4% | -76.0% | +23.6% |
| All | +8,438.8% | +4,233.7% | +4,205.2% | +2,864.0% |
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