+141.4%
XLC vs FDX
+72.0%
+69.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.4% |
| 7D | +0.6% | -3.3% | +3.9% | +1.6% |
| 30D | +0.2% | -1.4% | +1.6% | +0.6% |
| 3M | +0.6% | -4.5% | +5.2% | +1.8% |
| 6M | -4.5% | +9.4% | -13.9% | -7.9% |
| YTD | -4.7% | +36.0% | -40.7% | -14.6% |
| 1Y | -1.7% | +75.5% | -77.2% | -19.2% |
| 3Y | +72.3% | +62.8% | +9.5% | +39.7% |
| 5Y | +37.8% | +64.4% | -26.6% | +7.9% |
| All | +141.4% | +72.0% | +69.3% | +58.8% |
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