+82.5%
XOP vs FDX
+337.5%
-254.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.5% |
| 7D | +2.6% | -2.5% | +5.1% | +3.9% |
| 30D | +15.4% | +3.8% | +11.7% | +12.9% |
| 3M | +12.1% | -1.3% | +13.4% | +11.8% |
| 6M | +19.7% | +5.0% | +14.7% | +13.2% |
| YTD | +52.4% | +39.6% | +12.8% | +22.6% |
| 1Y | +47.6% | +81.1% | -33.6% | +2.1% |
| 3Y | +34.4% | +63.0% | -28.7% | -7.1% |
| 5Y | +154.4% | +65.6% | +88.8% | +62.6% |
| 10Y | +54.7% | +183.4% | -128.7% | -34.6% |
| All | +82.5% | +337.5% | -254.9% | -53.9% |
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