+561.3%
XLP vs FDX
+1,056.2%
-494.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.1% | 0.0% |
| 7D | +3.5% | +2.9% | +0.6% | +2.9% |
| 30D | +11.6% | +9.6% | +1.9% | +9.5% |
| 3M | +7.6% | +2.4% | +5.3% | +7.1% |
| 6M | +10.0% | +9.2% | +0.8% | +7.7% |
| YTD | +19.7% | +37.7% | -18.0% | +11.5% |
| 1Y | +23.5% | +56.1% | -32.7% | +12.0% |
| 3Y | +44.0% | +68.9% | -25.0% | +25.7% |
| 5Y | +42.7% | +79.0% | -36.3% | +20.1% |
| 10Y | +131.3% | +163.9% | -32.6% | +69.7% |
| All | +561.3% | +1,056.2% | -494.9% | +240.5% |
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 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