+816.1%
XLB vs FDX
+1,024.6%
-208.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.4% |
| 7D | -1.5% | -1.6% | +0.1% | -0.9% |
| 30D | +6.1% | +6.6% | -0.5% | +3.4% |
| 3M | 0.0% | -2.1% | +2.1% | +0.6% |
| 6M | 0.0% | +2.2% | -2.2% | -1.5% |
| YTD | +16.0% | +33.9% | -17.9% | +2.1% |
| 1Y | +24.7% | +50.2% | -25.5% | +4.7% |
| 3Y | +40.4% | +65.5% | -25.2% | +9.2% |
| 5Y | +30.7% | +74.1% | -43.4% | -4.3% |
| 10Y | +173.3% | +156.7% | +16.6% | +57.7% |
| All | +816.1% | +1,024.6% | -208.5% | +191.4% |
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