+1,477.5%
XLK vs FDX
+1,042.0%
+435.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +1.4% |
| 7D | +2.3% | -3.3% | +5.6% | +3.6% |
| 30D | -0.1% | -1.4% | +1.3% | +0.4% |
| 3M | +2.1% | -4.5% | +6.6% | +3.7% |
| 6M | +37.2% | +9.4% | +27.8% | +31.2% |
| YTD | +30.8% | +36.0% | -5.2% | +14.2% |
| 1Y | +42.6% | +75.5% | -32.9% | +11.9% |
| 3Y | +121.8% | +62.8% | +59.0% | +72.6% |
| 5Y | +145.7% | +64.4% | +81.3% | +83.8% |
| 10Y | +782.1% | +175.5% | +606.6% | +392.7% |
| All | +1,477.5% | +1,042.0% | +435.6% | +329.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling