+49.9%
XLE vs FDX
+65.6%
-15.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.6% | -8.3% | -4.4% |
| 7D | -7.2% | +8.1% | -15.4% | -6.6% |
| 30D | +0.1% | +13.9% | -13.8% | +1.1% |
| 3M | +9.2% | +5.5% | +3.7% | +9.7% |
| 6M | +8.4% | +15.1% | -6.8% | +9.4% |
| YTD | +44.9% | +43.2% | +1.7% | +42.8% |
| 1Y | +49.9% | +65.0% | -15.2% | +44.9% |
| All | +49.9% | +65.6% | -15.8% | +44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling