+145.6%
XLK vs FDX
+62.9%
+82.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.3% | -1.7% |
| 7D | -0.4% | -3.9% | +3.5% | +0.8% |
| 30D | -0.5% | -3.3% | +2.8% | +0.5% |
| 3M | +5.0% | -2.0% | +7.0% | +5.4% |
| 6M | +32.9% | +8.0% | +24.8% | +28.6% |
| YTD | +29.0% | +35.0% | -6.0% | +15.7% |
| 1Y | +37.8% | +73.7% | -35.8% | +13.5% |
| 3Y | +118.7% | +61.6% | +57.1% | +77.0% |
| 5Y | +145.6% | +65.4% | +80.2% | +84.8% |
| All | +145.6% | +62.9% | +82.7% | +84.8% |
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 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