+649.7%
XLU vs FDX
+1,041.9%
-392.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.4% |
| 7D | +2.1% | -3.3% | +5.4% | +2.7% |
| 30D | -0.4% | -1.4% | +1.0% | -0.2% |
| 3M | +0.5% | -4.5% | +5.0% | +1.2% |
| 6M | -5.8% | +9.4% | -15.2% | -7.9% |
| YTD | +3.1% | +36.0% | -32.9% | -3.6% |
| 1Y | +8.1% | +75.5% | -67.4% | -4.1% |
| 3Y | +50.5% | +62.8% | -12.3% | +32.4% |
| 5Y | +44.7% | +64.4% | -19.7% | +23.8% |
| 10Y | +136.8% | +175.5% | -38.6% | +70.4% |
| All | +649.7% | +1,041.9% | -392.2% | +290.5% |
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