+217.7%
XLF vs FDX
+155.8%
+61.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.3% |
| 7D | +2.7% | +5.2% | -2.5% | +0.8% |
| 30D | +7.6% | +11.3% | -3.7% | +3.5% |
| 3M | +1.1% | -4.1% | +5.2% | +2.5% |
| 6M | +15.9% | +9.6% | +6.2% | +11.3% |
| YTD | +8.4% | +40.9% | -32.4% | -5.9% |
| 1Y | +12.5% | +53.0% | -40.5% | -5.4% |
| 3Y | +81.6% | +74.1% | +7.5% | +39.4% |
| 5Y | +59.3% | +75.1% | -15.8% | +17.4% |
| All | +217.7% | +155.8% | +61.9% | +66.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling