+159.6%
XLB vs FDX
+178.0%
-18.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | 0.0% |
| 7D | -0.2% | -3.3% | +3.1% | +0.9% |
| 30D | -1.7% | -1.4% | -0.3% | -1.4% |
| 3M | +4.4% | -4.5% | +8.9% | +5.7% |
| 6M | +5.0% | +9.4% | -4.4% | +0.8% |
| YTD | +15.5% | +36.0% | -20.5% | +2.3% |
| 1Y | +14.9% | +75.5% | -60.6% | -7.4% |
| 3Y | +34.5% | +62.8% | -28.3% | +7.5% |
| 5Y | +36.5% | +64.4% | -27.9% | +4.9% |
| 10Y | +159.6% | +175.5% | -15.9% | +46.8% |
| All | +159.6% | +178.0% | -18.4% | +46.8% |
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