+73.1%
XOP vs FDX
+339.3%
-266.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.1% |
| 7D | +0.5% | -2.1% | +2.5% | +1.5% |
| 30D | -7.3% | +10.4% | -17.7% | -12.5% |
| 3M | +1.4% | +0.5% | +0.9% | +0.2% |
| 6M | +7.8% | +6.5% | +1.3% | +2.2% |
| YTD | +44.5% | +40.2% | +4.3% | +15.3% |
| 1Y | +37.0% | +52.1% | -15.1% | +4.2% |
| 3Y | +40.8% | +72.8% | -32.0% | -6.1% |
| 5Y | +88.7% | +76.3% | +12.4% | +16.0% |
| 10Y | +49.9% | +155.7% | -105.9% | -32.7% |
| All | +73.1% | +339.3% | -266.2% | -56.7% |
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