+128.8%
XLP vs FDX
+160.0%
-31.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | +0.3% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | +8.9% | +9.3% | -0.4% | +7.2% |
| 3M | +7.5% | +0.5% | +7.0% | +7.3% |
| 6M | +9.4% | +5.3% | +4.1% | +8.1% |
| YTD | +19.3% | +38.6% | -19.3% | +11.8% |
| 1Y | +21.7% | +53.5% | -31.8% | +12.0% |
| 3Y | +44.0% | +74.2% | -30.3% | +26.6% |
| 5Y | +42.8% | +75.3% | -32.5% | +22.7% |
| 10Y | +128.8% | +156.3% | -27.5% | +76.5% |
| All | +128.8% | +160.0% | -31.2% | +76.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling