+429.4%
XLF vs FDX
+1,083.0%
-653.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.1% |
| 7D | +2.7% | +5.2% | -2.5% | +0.2% |
| 30D | +7.6% | +11.3% | -3.7% | +2.2% |
| 3M | +1.1% | -4.1% | +5.2% | +2.9% |
| 6M | +15.9% | +9.6% | +6.2% | +9.7% |
| YTD | +8.4% | +40.9% | -32.4% | -10.0% |
| 1Y | +12.5% | +53.0% | -40.5% | -10.4% |
| 3Y | +81.6% | +74.1% | +7.5% | +28.4% |
| 5Y | +59.3% | +75.1% | -15.8% | +6.2% |
| 10Y | +225.4% | +156.9% | +68.5% | +59.4% |
| All | +429.4% | +1,083.0% | -653.6% | +18.1% |
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