+248.8%
XLF vs FDX
+182.5%
+66.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -1.5% | -3.3% | +1.8% | -0.3% |
| 30D | -1.2% | -4.5% | +3.4% | +0.4% |
| 3M | +9.2% | -7.3% | +16.5% | +11.9% |
| 6M | +16.3% | +7.5% | +8.8% | +12.1% |
| YTD | +5.4% | +35.1% | -29.7% | -7.0% |
| 1Y | +7.6% | +71.4% | -63.8% | -13.5% |
| 3Y | +74.2% | +60.8% | +13.4% | +37.8% |
| 5Y | +66.1% | +65.5% | +0.7% | +24.9% |
| All | +248.8% | +182.5% | +66.4% | +85.5% |
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