+147.8%
XEL vs FDX
+182.5%
-34.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -0.3% | -3.3% | +3.0% | +0.1% |
| 30D | -3.9% | -4.5% | +0.6% | -3.4% |
| 3M | -2.8% | -7.3% | +4.5% | -1.9% |
| 6M | -5.4% | +7.5% | -12.9% | -6.5% |
| YTD | +3.8% | +35.1% | -31.3% | -0.6% |
| 1Y | +6.8% | +71.4% | -64.6% | -0.9% |
| 3Y | +45.6% | +60.8% | -15.2% | +34.2% |
| 5Y | +30.7% | +65.5% | -34.8% | +18.0% |
| All | +147.8% | +182.5% | -34.7% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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