+41.9%
XLP vs FDX
+64.2%
-22.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.5% | -1.0% |
| 7D | +0.7% | -1.6% | +2.4% | +0.9% |
| 30D | +10.3% | +6.6% | +3.6% | +9.5% |
| 3M | +6.5% | -2.1% | +8.6% | +6.7% |
| 6M | +8.4% | +2.2% | +6.2% | +8.0% |
| YTD | +18.2% | +33.9% | -15.7% | +14.4% |
| 1Y | +22.4% | +50.2% | -27.8% | +17.1% |
| 3Y | +41.9% | +65.5% | -23.6% | +29.1% |
| All | +41.9% | +64.2% | -22.3% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling