+156.3%
FDX vs XME
+294.4%
-138.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.5% | -2.0% | +1.1% |
| 7D | +0.2% | +0.9% | -0.8% | -0.3% |
| 30D | +9.3% | -7.3% | +16.6% | +12.6% |
| 3M | +0.5% | -14.8% | +15.2% | +6.7% |
| 6M | +5.3% | -18.4% | +23.7% | +12.9% |
| YTD | +38.6% | -4.7% | +43.3% | +36.7% |
| 1Y | +53.5% | +5.7% | +47.8% | +43.7% |
| 3Y | +74.2% | +104.0% | -29.7% | +15.2% |
| 5Y | +75.3% | +122.4% | -47.2% | +6.0% |
| 10Y | +156.3% | +285.4% | -129.1% | +7.3% |
| All | +156.3% | +294.4% | -138.1% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling