+142.5%
XLC vs FDX
+76.6%
+65.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -0.8% | -2.5% | +1.7% | -0.1% |
| 30D | +1.0% | +3.8% | -2.8% | -0.2% |
| 3M | -0.7% | -1.3% | +0.6% | -0.6% |
| 6M | -5.1% | +5.0% | -10.2% | -7.3% |
| YTD | -4.3% | +39.6% | -43.9% | -15.0% |
| 1Y | -0.6% | +81.1% | -81.7% | -19.1% |
| 3Y | +72.7% | +63.0% | +9.7% | +40.1% |
| 5Y | +38.0% | +65.6% | -27.6% | +7.9% |
| All | +142.5% | +76.6% | +65.8% | +58.2% |
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