+226.1%
XLI vs FDX
+155.8%
+70.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -1.0% |
| 7D | +3.8% | +5.2% | -1.4% | +1.8% |
| 30D | +1.0% | +11.3% | -10.2% | -3.0% |
| 3M | -8.9% | -4.1% | -4.8% | -7.7% |
| 6M | -2.3% | +9.6% | -11.9% | -6.2% |
| YTD | +9.7% | +40.9% | -31.2% | -4.8% |
| 1Y | +12.3% | +53.0% | -40.7% | -5.6% |
| 3Y | +71.5% | +74.1% | -2.6% | +31.8% |
| 5Y | +70.2% | +75.1% | -4.9% | +25.8% |
| All | +226.1% | +155.8% | +70.3% | +85.4% |
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