+162.4%
XOP vs FDX
+63.0%
+99.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +2.3% |
| 7D | +0.6% | -3.3% | +3.9% | +1.4% |
| 30D | +16.5% | -1.4% | +17.9% | +16.8% |
| 3M | +15.7% | -4.5% | +20.2% | +16.6% |
| 6M | +19.2% | +9.4% | +9.8% | +14.7% |
| YTD | +55.0% | +36.0% | +18.9% | +39.3% |
| 1Y | +54.2% | +75.5% | -21.3% | +27.9% |
| 3Y | +35.9% | +62.8% | -26.9% | +11.9% |
| 5Y | +162.4% | +64.4% | +98.0% | +106.2% |
| All | +162.4% | +63.0% | +99.4% | +106.2% |
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