+24.3%
XLP vs FDX
+65.6%
-41.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.6% | -0.2% | +2.8% |
| 7D | +5.9% | +8.1% | -2.3% | +4.6% |
| 30D | +13.5% | +13.9% | -0.5% | +11.3% |
| 3M | +8.4% | +5.5% | +2.9% | +7.4% |
| 6M | +11.5% | +15.1% | -3.6% | +8.6% |
| YTD | +20.6% | +43.2% | -22.5% | +13.4% |
| 1Y | +24.3% | +65.0% | -40.7% | +12.4% |
| All | +24.3% | +65.6% | -41.3% | +12.4% |
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