+250.2%
XLI vs FDX
+182.3%
+67.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -1.0% |
| 7D | -2.3% | -3.9% | +1.6% | -0.8% |
| 30D | -8.2% | -3.3% | -4.9% | -7.1% |
| 3M | +0.8% | -2.0% | +2.7% | +1.2% |
| 6M | +0.8% | +8.0% | -7.2% | -2.8% |
| YTD | +10.5% | +35.0% | -24.5% | -2.3% |
| 1Y | +14.1% | +73.7% | -59.5% | -8.7% |
| 3Y | +68.6% | +61.6% | +7.0% | +33.4% |
| 5Y | +80.4% | +65.4% | +15.0% | +36.2% |
| All | +250.2% | +182.3% | +67.9% | +96.4% |
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 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