+1,890.4%
XEL vs FDX
+4,233.7%
-2,343.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.7% |
| 7D | -1.0% | -2.5% | +1.6% | -0.6% |
| 30D | -1.9% | +3.8% | -5.7% | -2.5% |
| 3M | -1.9% | -1.3% | -0.6% | -1.8% |
| 6M | -7.4% | +5.0% | -12.5% | -8.4% |
| YTD | +4.1% | +39.6% | -35.6% | -1.4% |
| 1Y | +8.0% | +81.1% | -73.1% | -1.7% |
| 3Y | +48.4% | +63.0% | -14.6% | +34.9% |
| 5Y | +27.2% | +65.6% | -38.4% | +13.2% |
| 10Y | +146.8% | +183.4% | -36.5% | +92.6% |
| All | +1,890.4% | +4,233.7% | -2,343.3% | +953.0% |
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