+4,543.5%
XOM vs FDX
+4,207.2%
+336.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.9% | +2.1% |
| 7D | +2.7% | +0.8% | +1.9% | +2.5% |
| 30D | -2.5% | +9.9% | -12.4% | -4.8% |
| 3M | +7.0% | -1.9% | +8.9% | +7.1% |
| 6M | +14.2% | +6.1% | +8.1% | +11.7% |
| YTD | +43.9% | +38.8% | +5.1% | +30.8% |
| 1Y | +47.9% | +50.0% | -2.1% | +31.8% |
| 3Y | +80.6% | +71.0% | +9.6% | +52.1% |
| 5Y | +212.8% | +72.5% | +140.3% | +155.2% |
| 10Y | +202.6% | +153.1% | +49.5% | +115.6% |
| All | +4,543.5% | +4,207.2% | +336.3% | +1,952.1% |
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 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