+549.4%
FDX vs XYL
+403.7%
+145.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +1.4% |
| 7D | +0.5% | +0.6% | -0.1% | +0.2% |
| 30D | +9.5% | -5.7% | +15.2% | +11.5% |
| 3M | -1.3% | -19.8% | +18.5% | +8.9% |
| 6M | +5.5% | -14.2% | +19.7% | +12.1% |
| YTD | +38.9% | -28.1% | +67.0% | +60.6% |
| 1Y | +58.8% | -35.0% | +93.8% | +93.4% |
| 3Y | +71.1% | +2.1% | +69.1% | +62.3% |
| 5Y | +76.3% | -22.1% | +98.4% | +87.4% |
| 10Y | +153.4% | +107.0% | +46.5% | +61.0% |
| All | +549.4% | +403.7% | +145.7% | +180.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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