+37.7%
XLC vs FDX
+65.4%
-27.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -0.8% | -2.5% | +1.7% | -0.2% |
| 30D | +1.0% | +3.8% | -2.8% | 0.0% |
| 3M | -0.7% | -1.3% | +0.6% | -0.6% |
| 6M | -5.1% | +5.0% | -10.2% | -7.1% |
| YTD | -4.3% | +39.6% | -43.9% | -13.9% |
| 1Y | -0.6% | +81.1% | -81.7% | -17.3% |
| 3Y | +72.7% | +63.0% | +9.7% | +42.2% |
| All | +37.7% | +65.4% | -27.8% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling