+81.1%
FDX vs XHB
-9.3%
+90.4%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.5% | -1.0% |
| 7D | -2.5% | -1.3% | -1.2% | -1.9% |
| 30D | +3.8% | -6.9% | +10.7% | +7.4% |
| 3M | -1.3% | -1.3% | 0.0% | -1.5% |
| 6M | +5.0% | -6.8% | +11.8% | +7.8% |
| YTD | +39.6% | +0.7% | +38.9% | +38.2% |
| 1Y | +81.1% | -11.2% | +92.4% | +84.3% |
| All | +81.1% | -9.3% | +90.4% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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