+188.0%
XEL vs FDX
+155.8%
+32.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | +2.4% | +5.2% | -2.8% | +1.7% |
| 30D | +8.3% | +11.3% | -3.0% | +6.7% |
| 3M | +4.2% | -4.1% | +8.3% | +4.7% |
| 6M | +3.7% | +9.6% | -5.9% | +2.3% |
| YTD | +13.1% | +40.9% | -27.8% | +7.7% |
| 1Y | +5.0% | +53.0% | -48.0% | -1.0% |
| 3Y | +55.0% | +74.1% | -19.1% | +41.5% |
| 5Y | +51.8% | +75.1% | -23.3% | +36.2% |
| All | +188.0% | +155.8% | +32.2% | +120.1% |
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