+54.6%
XLE vs FDX
+63.5%
-8.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | +2.2% | -2.5% | +4.7% | +2.6% |
| 30D | +11.8% | +3.8% | +8.0% | +11.0% |
| 3M | +9.8% | -1.3% | +11.1% | +9.8% |
| 6M | +15.6% | +5.0% | +10.6% | +13.9% |
| YTD | +45.3% | +39.6% | +5.6% | +34.1% |
| 1Y | +48.3% | +81.1% | -32.8% | +28.7% |
| All | +54.6% | +63.5% | -8.9% | +32.3% |
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