+166.9%
XLE vs FDX
+74.7%
+92.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.7% |
| 7D | +5.4% | +5.2% | +0.2% | +4.4% |
| 30D | -3.9% | +11.3% | -15.2% | -5.9% |
| 3M | +7.0% | -4.1% | +11.1% | +7.7% |
| 6M | +14.2% | +9.6% | +4.6% | +11.6% |
| YTD | +48.2% | +40.9% | +7.3% | +36.0% |
| 1Y | +47.7% | +53.0% | -5.3% | +33.0% |
| 3Y | +70.0% | +74.1% | -4.1% | +45.2% |
| All | +166.9% | +74.7% | +92.2% | +129.1% |
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