+1,101.4%
XLY vs FDX
+1,024.0%
+77.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.2% | -0.7% |
| 7D | -2.1% | -2.3% | +0.2% | -1.2% |
| 30D | -6.0% | -4.9% | -1.1% | -4.2% |
| 3M | -2.7% | -6.5% | +3.7% | -0.4% |
| 6M | -1.5% | +6.7% | -8.1% | -5.0% |
| YTD | -5.4% | +33.9% | -39.3% | -17.3% |
| 1Y | -3.8% | +72.2% | -76.0% | -24.4% |
| 3Y | +36.6% | +60.2% | -23.7% | +6.9% |
| 5Y | +27.4% | +62.9% | -35.6% | -4.4% |
| 10Y | +218.2% | +178.8% | +39.4% | +74.7% |
| All | +1,101.4% | +1,024.0% | +77.4% | +237.2% |
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