+175.5%
FDX vs XME
+401.9%
-226.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -3.1% |
| 7D | -3.3% | +3.6% | -6.9% | -4.9% |
| 30D | -1.4% | +3.6% | -5.0% | -3.3% |
| 3M | -4.5% | +1.2% | -5.7% | -5.8% |
| 6M | +9.4% | +9.0% | +0.4% | +3.4% |
| YTD | +36.0% | +15.9% | +20.1% | +23.9% |
| 1Y | +75.5% | +43.2% | +32.3% | +43.0% |
| 3Y | +62.8% | +137.4% | -74.6% | +1.9% |
| 5Y | +64.4% | +185.0% | -120.6% | -10.4% |
| 10Y | +175.5% | +409.5% | -234.0% | +3.3% |
| All | +175.5% | +401.9% | -226.5% | +3.3% |
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