+70.8%
XLI vs FDX
+76.9%
-6.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -1.5% | +0.5% | -2.0% | -1.7% |
| 30D | -0.3% | +9.5% | -9.8% | -3.0% |
| 3M | -8.4% | -1.3% | -7.0% | -8.2% |
| 6M | -2.1% | +5.5% | -7.6% | -4.1% |
| YTD | +9.6% | +38.9% | -29.2% | -1.3% |
| 1Y | +10.7% | +58.8% | -48.1% | -4.2% |
| 3Y | +71.6% | +71.1% | +0.4% | +40.8% |
| 5Y | +70.8% | +76.3% | -5.5% | +38.7% |
| All | +70.8% | +76.9% | -6.1% | +38.7% |
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