+337.5%
FDX vs XME
+242.3%
+95.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -2.5% | -0.1% | -2.4% | -2.6% |
| 30D | +3.8% | +6.0% | -2.2% | +1.0% |
| 3M | -1.3% | -7.7% | +6.4% | +1.0% |
| 6M | +5.0% | +1.0% | +4.1% | +3.1% |
| YTD | +39.6% | +14.6% | +25.0% | +29.2% |
| 1Y | +81.1% | +46.0% | +35.2% | +50.1% |
| 3Y | +63.0% | +127.0% | -64.0% | +10.7% |
| 5Y | +65.6% | +175.8% | -110.2% | +0.3% |
| 10Y | +183.4% | +414.6% | -231.3% | +26.3% |
| All | +337.5% | +242.3% | +95.2% | +67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling