+65.5%
FDX vs XME
+84.7%
-19.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.4% | -6.1% | -3.7% |
| 7D | -1.6% | -4.5% | +2.8% | -0.3% |
| 30D | +6.6% | -10.9% | +17.5% | +10.2% |
| 3M | -2.1% | -15.3% | +13.2% | +2.2% |
| 6M | +2.2% | -24.6% | +26.8% | +10.2% |
| YTD | +33.9% | -9.6% | +43.6% | +33.7% |
| 1Y | +50.2% | +2.9% | +47.3% | +42.1% |
| 3Y | +65.5% | +86.9% | -21.4% | +16.2% |
| All | +65.5% | +84.7% | -19.2% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling