+508.9%
XLP vs FDX
+1,072.4%
-563.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -1.0% | -2.5% | +1.5% | -0.5% |
| 30D | -0.9% | +3.8% | -4.7% | -1.7% |
| 3M | +3.8% | -1.3% | +5.1% | +3.9% |
| 6M | -1.7% | +5.0% | -6.8% | -3.2% |
| YTD | +10.3% | +39.6% | -29.4% | +2.4% |
| 1Y | +7.8% | +81.1% | -73.3% | -5.1% |
| 3Y | +27.2% | +63.0% | -35.8% | +11.8% |
| 5Y | +32.5% | +65.6% | -33.1% | +13.3% |
| 10Y | +101.8% | +183.4% | -81.6% | +45.8% |
| All | +508.9% | +1,072.4% | -563.5% | +212.8% |
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