+215.2%
XLY vs FDX
+182.5%
+32.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -1.7% | -3.3% | +1.6% | -0.5% |
| 30D | -4.2% | -4.5% | +0.3% | -2.6% |
| 3M | -2.7% | -7.3% | +4.7% | -0.2% |
| 6M | -0.6% | +7.5% | -8.2% | -4.1% |
| YTD | -5.0% | +35.1% | -40.1% | -16.2% |
| 1Y | -4.1% | +71.4% | -75.5% | -22.9% |
| 3Y | +33.6% | +60.8% | -27.2% | +6.5% |
| 5Y | +28.7% | +65.5% | -36.8% | -1.7% |
| All | +215.2% | +182.5% | +32.7% | +85.1% |
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