+833.6%
XLB vs FDX
+1,063.6%
-230.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +0.5% |
| 7D | -1.4% | +0.2% | -1.5% | -1.4% |
| 30D | +7.1% | +9.3% | -2.2% | +3.4% |
| 3M | +0.6% | +0.5% | +0.1% | +0.1% |
| 6M | +3.5% | +5.3% | -1.8% | +0.7% |
| YTD | +18.2% | +38.6% | -20.4% | +2.6% |
| 1Y | +25.6% | +53.5% | -27.9% | +4.5% |
| 3Y | +46.7% | +74.2% | -27.6% | +11.8% |
| 5Y | +30.9% | +75.3% | -44.4% | -4.4% |
| 10Y | +167.7% | +156.3% | +11.5% | +54.7% |
| All | +833.6% | +1,063.6% | -230.0% | +193.0% |
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