+40.4%
XLB vs FDX
+64.2%
-23.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | 0.0% |
| 7D | -1.5% | -1.6% | +0.1% | -1.0% |
| 30D | +6.1% | +6.6% | -0.5% | +4.2% |
| 3M | 0.0% | -2.1% | +2.1% | +0.4% |
| 6M | 0.0% | +2.2% | -2.2% | -1.0% |
| YTD | +16.0% | +33.9% | -17.9% | +6.1% |
| 1Y | +24.7% | +50.2% | -25.5% | +10.4% |
| 3Y | +40.4% | +65.5% | -25.2% | +11.7% |
| All | +40.4% | +64.2% | -23.8% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling