+46.3%
XLU vs FDX
+60.5%
-14.3%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.6% | -3.3% | +1.7% | -1.3% |
| 30D | -3.3% | -4.5% | +1.2% | -2.9% |
| 3M | -3.2% | -7.3% | +4.2% | -2.6% |
| 6M | -7.0% | +7.5% | -14.5% | -7.7% |
| YTD | +0.6% | +35.1% | -34.5% | -2.1% |
| 1Y | +2.4% | +71.4% | -69.0% | -2.3% |
| 3Y | +46.3% | +60.8% | -14.6% | +33.9% |
| All | +46.3% | +60.5% | -14.3% | +33.9% |
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 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