+553.0%
FDX vs XYL
+449.8%
+103.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.5% | +0.5% |
| 7D | -2.5% | -5.0% | +2.5% | +0.1% |
| 30D | +3.8% | -13.2% | +17.0% | +11.5% |
| 3M | -1.3% | -3.7% | +2.4% | +0.2% |
| 6M | +5.0% | -17.7% | +22.7% | +15.4% |
| YTD | +39.6% | -21.5% | +61.2% | +56.5% |
| 1Y | +81.1% | -24.5% | +105.6% | +106.8% |
| 3Y | +63.0% | +6.9% | +56.1% | +52.7% |
| 5Y | +65.6% | -18.1% | +83.7% | +73.6% |
| 10Y | +183.4% | +134.7% | +48.6% | +71.5% |
| All | +553.0% | +449.8% | +103.3% | +173.0% |
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