+75.2%
XLF vs FDX
+62.0%
+13.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.8% |
| 7D | +0.2% | -3.3% | +3.5% | +0.9% |
| 30D | -0.5% | -1.4% | +0.9% | -0.2% |
| 3M | +10.6% | -4.5% | +15.2% | +11.6% |
| 6M | +14.3% | +9.4% | +4.9% | +11.2% |
| YTD | +5.5% | +36.0% | -30.5% | -2.7% |
| 1Y | +9.6% | +75.5% | -65.9% | -5.2% |
| 3Y | +75.2% | +62.8% | +12.4% | +48.4% |
| All | +75.2% | +62.0% | +13.1% | +48.4% |
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