+153.4%
FDX vs XRT
+147.6%
+5.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +0.5% | +4.1% | -3.6% | -2.0% |
| 30D | +9.5% | +9.9% | -0.4% | +3.1% |
| 3M | -1.3% | +2.3% | -3.6% | -2.9% |
| 6M | +5.5% | +9.6% | -4.0% | -0.9% |
| YTD | +38.9% | +9.1% | +29.7% | +30.9% |
| 1Y | +58.8% | +16.2% | +42.6% | +43.7% |
| 3Y | +71.1% | +60.1% | +11.1% | +25.7% |
| 5Y | +76.3% | -0.5% | +76.8% | +70.0% |
| 10Y | +153.4% | +145.1% | +8.3% | +16.9% |
| All | +153.4% | +147.6% | +5.9% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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