+65.0%
XLF vs FDX
+62.9%
+2.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.6% |
| 7D | -2.9% | -3.9% | +1.0% | -1.9% |
| 30D | -1.6% | -3.3% | +1.7% | -0.8% |
| 3M | +9.3% | -2.0% | +11.2% | +9.5% |
| 6M | +14.6% | +8.0% | +6.5% | +11.4% |
| YTD | +4.7% | +35.0% | -30.3% | -4.3% |
| 1Y | +8.6% | +73.7% | -65.0% | -7.5% |
| 3Y | +73.9% | +61.6% | +12.3% | +46.6% |
| 5Y | +65.0% | +65.4% | -0.3% | +32.5% |
| All | +65.0% | +62.9% | +2.2% | +32.5% |
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 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