+2,059.6%
XEL vs FDX
+4,207.2%
-2,147.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | +1.4% | +0.8% | +0.6% | +1.3% |
| 30D | +9.2% | +9.9% | -0.7% | +7.6% |
| 3M | +4.5% | -1.9% | +6.4% | +4.8% |
| 6M | +3.6% | +6.1% | -2.5% | +2.4% |
| YTD | +12.9% | +38.8% | -25.9% | +7.0% |
| 1Y | +4.1% | +50.0% | -45.9% | -2.5% |
| 3Y | +52.3% | +71.0% | -18.7% | +37.5% |
| 5Y | +51.6% | +72.5% | -20.9% | +34.0% |
| 10Y | +185.2% | +153.1% | +32.1% | +126.5% |
| All | +2,059.6% | +4,207.2% | -2,147.6% | +1,042.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling