+261.8%
XOM vs FDX
+63.0%
+198.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.1% |
| 3M | +11.0% | -6.5% | +17.5% | +11.8% |
| 6M | +10.6% | +6.7% | +4.0% | +8.9% |
| YTD | +39.2% | +33.9% | +5.3% | +31.8% |
| 1Y | +52.7% | +72.2% | -19.5% | +38.4% |
| 3Y | +56.8% | +60.2% | -3.5% | +41.4% |
| 5Y | +261.8% | +62.9% | +198.9% | +216.5% |
| All | +261.8% | +63.0% | +198.8% | +216.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling