+20.7%
XLK vs FDX
+65.6%
-44.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -0.6% |
| 7D | -7.6% | +8.1% | -15.7% | -8.8% |
| 30D | -12.2% | +13.9% | -26.1% | -14.1% |
| 3M | -5.5% | +5.5% | -11.0% | -6.4% |
| 6M | +9.2% | +15.1% | -6.0% | +6.9% |
| YTD | +23.0% | +43.2% | -20.1% | +17.3% |
| 1Y | +20.7% | +65.0% | -44.3% | +17.9% |
| All | +20.7% | +65.6% | -44.9% | +17.9% |
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