0.0%
XLB vs FDX
+5.7%
-5.8%
-9.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | 0.0% |
| 7D | -1.5% | -1.6% | +0.1% | -0.9% |
| 30D | +6.1% | +6.6% | -0.5% | +4.8% |
| 3M | 0.0% | -2.1% | +2.1% | +0.3% |
| 6M | 0.0% | +2.2% | -2.2% | +0.2% |
| All | 0.0% | +5.7% | -5.8% | +0.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling