+58.8%
XOM vs FDX
+59.1%
-0.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.4% |
| 7D | 0.0% | -2.3% | +2.4% | +0.3% |
| 30D | +3.4% | -4.9% | +8.3% | +3.9% |
| 3M | +11.0% | -6.5% | +17.5% | +11.6% |
| 6M | +10.6% | +6.7% | +4.0% | +8.9% |
| YTD | +39.2% | +33.9% | +5.3% | +31.5% |
| 1Y | +52.7% | +72.2% | -19.5% | +37.8% |
| All | +58.8% | +59.1% | -0.3% | +41.6% |
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