+896.5%
XLV vs FDX
+1,024.0%
-127.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | +0.1% |
| 7D | -3.7% | -2.3% | -1.4% | -3.1% |
| 30D | -1.1% | -4.9% | +3.8% | +0.1% |
| 3M | +8.2% | -6.5% | +14.7% | +9.8% |
| 6M | +8.9% | +6.7% | +2.2% | +6.5% |
| YTD | +8.5% | +33.9% | -25.3% | -0.1% |
| 1Y | +22.3% | +72.2% | -49.9% | +5.3% |
| 3Y | +32.6% | +60.2% | -27.6% | +13.2% |
| 5Y | +34.4% | +62.9% | -28.6% | +10.6% |
| 10Y | +175.4% | +178.8% | -3.4% | +83.5% |
| All | +896.5% | +1,024.0% | -127.5% | +315.0% |
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