+61.0%
XLC vs FDX
+64.2%
-3.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.2% | +0.9% |
| 7D | +4.9% | -1.6% | +6.5% | +5.2% |
| 30D | -5.8% | +6.6% | -12.4% | -6.9% |
| 3M | -5.4% | -2.1% | -3.4% | -5.2% |
| 6M | -10.2% | +2.2% | -12.3% | -10.7% |
| YTD | -10.2% | +33.9% | -44.1% | -15.5% |
| 1Y | -5.6% | +50.2% | -55.8% | -13.2% |
| 3Y | +61.0% | +65.5% | -4.5% | +38.9% |
| All | +61.0% | +64.2% | -3.2% | +38.9% |
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