+383.8%
FDX vs XHB
+172.9%
+210.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -1.9% |
| 7D | -1.6% | +1.3% | -2.9% | -2.4% |
| 30D | +6.6% | +7.8% | -1.2% | +1.9% |
| 3M | -2.1% | -5.5% | +3.4% | +0.8% |
| 6M | +2.2% | -2.6% | +4.8% | +2.7% |
| YTD | +33.9% | +0.4% | +33.6% | +32.0% |
| 1Y | +50.2% | -1.0% | +51.2% | +49.0% |
| 3Y | +65.5% | +37.3% | +28.2% | +33.6% |
| 5Y | +74.1% | +33.7% | +40.4% | +39.8% |
| 10Y | +156.7% | +256.9% | -100.2% | +16.2% |
| All | +383.8% | +172.9% | +210.9% | +76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling