+76.5%
XOP vs FDX
+74.9%
+1.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.6% |
| 7D | -10.0% | +0.2% | -10.2% | -10.2% |
| 30D | -9.1% | +9.3% | -18.4% | -11.3% |
| 3M | +5.1% | +0.5% | +4.6% | +4.6% |
| 6M | +6.4% | +5.3% | +1.1% | +4.1% |
| YTD | +39.7% | +38.6% | +1.1% | +24.3% |
| 1Y | +37.2% | +53.5% | -16.3% | +18.0% |
| 3Y | +37.6% | +74.2% | -36.6% | +10.2% |
| 5Y | +76.5% | +75.3% | +1.2% | +42.8% |
| All | +76.5% | +74.9% | +1.6% | +42.8% |
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