+65.8%
FDX vs XRT
+41.8%
+24.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.5% | -1.2% |
| 7D | -2.5% | +0.8% | -3.3% | -3.1% |
| 30D | +3.8% | -4.2% | +8.0% | +6.7% |
| 3M | -1.3% | +5.1% | -6.4% | -5.0% |
| 6M | +5.0% | +2.4% | +2.6% | +2.9% |
| YTD | +39.6% | +3.2% | +36.4% | +36.1% |
| 1Y | +81.1% | +1.5% | +79.6% | +77.9% |
| All | +65.8% | +41.8% | +24.0% | +31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling