+135.9%
XLU vs FDX
+182.5%
-46.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.6% | -3.3% | +1.7% | -1.1% |
| 30D | -3.3% | -4.5% | +1.2% | -2.6% |
| 3M | -3.2% | -7.3% | +4.2% | -2.1% |
| 6M | -7.0% | +7.5% | -14.5% | -8.4% |
| YTD | +0.6% | +35.1% | -34.5% | -4.6% |
| 1Y | +2.4% | +71.4% | -69.0% | -6.8% |
| 3Y | +46.3% | +60.8% | -14.6% | +31.7% |
| 5Y | +44.0% | +65.5% | -21.5% | +26.3% |
| All | +135.9% | +182.5% | -46.6% | +57.8% |
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 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