+1,024.7%
XLE vs FDX
+1,072.4%
-47.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +2.2% | -2.5% | +4.7% | +3.1% |
| 30D | +11.8% | +3.8% | +8.0% | +10.2% |
| 3M | +9.8% | -1.3% | +11.1% | +9.8% |
| 6M | +15.6% | +5.0% | +10.6% | +11.9% |
| YTD | +45.3% | +39.6% | +5.6% | +26.7% |
| 1Y | +48.3% | +81.1% | -32.8% | +17.4% |
| 3Y | +55.4% | +63.0% | -7.6% | +23.3% |
| 5Y | +216.1% | +65.6% | +150.5% | +138.6% |
| 10Y | +178.4% | +183.4% | -5.0% | +62.8% |
| All | +1,024.7% | +1,072.4% | -47.7% | +353.8% |
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 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