+4,261.5%
XOM vs FDX
+4,233.7%
+27.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | +1.8% | -2.5% | +4.3% | +2.4% |
| 30D | +5.9% | +3.8% | +2.1% | +4.8% |
| 3M | +5.6% | -1.3% | +6.9% | +5.5% |
| 6M | +7.9% | +5.0% | +2.8% | +5.5% |
| YTD | +35.2% | +39.6% | -4.5% | +23.0% |
| 1Y | +46.0% | +81.1% | -35.1% | +24.3% |
| 3Y | +55.0% | +63.0% | -8.0% | +32.3% |
| 5Y | +246.3% | +65.6% | +180.7% | +185.6% |
| 10Y | +181.0% | +183.4% | -2.4% | +95.5% |
| All | +4,261.5% | +4,233.7% | +27.9% | +1,829.4% |
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