+319.7%
FDX vs XRT
+529.0%
-209.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -1.5% |
| 7D | -1.6% | +0.9% | -2.5% | -2.3% |
| 30D | +6.6% | +7.9% | -1.3% | +0.9% |
| 3M | -2.1% | -0.2% | -1.9% | -2.1% |
| 6M | +2.2% | +5.6% | -3.4% | -2.3% |
| YTD | +33.9% | +5.7% | +28.3% | +28.1% |
| 1Y | +50.2% | +14.6% | +35.6% | +35.6% |
| 3Y | +65.5% | +50.7% | +14.9% | +21.6% |
| 5Y | +74.1% | -4.8% | +78.9% | +71.4% |
| 10Y | +156.7% | +152.6% | +4.0% | +10.4% |
| All | +319.7% | +529.0% | -209.4% | -26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling