+67.1%
FDX vs XHB
+37.5%
+29.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.5% | -1.1% |
| 7D | -2.5% | -1.3% | -1.2% | -1.8% |
| 30D | +3.8% | -6.9% | +10.7% | +8.0% |
| 3M | -1.3% | -1.3% | 0.0% | -1.2% |
| 6M | +5.0% | -6.8% | +11.8% | +8.6% |
| YTD | +39.6% | +0.7% | +38.9% | +37.5% |
| 1Y | +81.1% | -11.2% | +92.4% | +91.7% |
| 3Y | +63.0% | +25.3% | +37.7% | +38.2% |
| All | +67.1% | +37.5% | +29.6% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling