+42.7%
XLP vs FDX
+76.2%
-33.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.1% | -0.3% |
| 7D | +3.5% | +2.9% | +0.6% | +3.1% |
| 30D | +11.6% | +9.6% | +1.9% | +10.3% |
| 3M | +7.6% | +2.4% | +5.3% | +7.3% |
| 6M | +10.0% | +9.2% | +0.8% | +8.6% |
| YTD | +19.7% | +37.7% | -18.0% | +14.6% |
| 1Y | +23.5% | +56.1% | -32.7% | +16.3% |
| 3Y | +44.0% | +68.9% | -25.0% | +32.0% |
| 5Y | +42.7% | +79.0% | -36.3% | +27.9% |
| All | +42.7% | +76.2% | -33.5% | +27.9% |
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