+12.1%
XLI vs FDX
+59.9%
-47.8%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.0% |
| 7D | +0.9% | -2.1% | +2.9% | +1.6% |
| 30D | +1.1% | +10.4% | -9.3% | -2.2% |
| 3M | -7.7% | +0.5% | -8.1% | -7.9% |
| 6M | -1.8% | +6.5% | -8.3% | -4.7% |
| YTD | +11.1% | +40.2% | -29.1% | -5.7% |
| 1Y | +12.1% | +52.1% | -40.0% | -8.8% |
| All | +12.1% | +59.9% | -47.8% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling