+68.6%
XOP vs FDX
+335.0%
-266.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -8.4% | +0.5% | -8.8% | -8.8% |
| 30D | -8.4% | +9.5% | -17.9% | -13.1% |
| 3M | +0.2% | -1.3% | +1.5% | 0.0% |
| 6M | +7.2% | +5.5% | +1.7% | +2.1% |
| YTD | +40.8% | +38.9% | +1.9% | +12.9% |
| 1Y | +36.3% | +58.8% | -22.5% | +1.1% |
| 3Y | +37.2% | +71.1% | -34.0% | -8.0% |
| 5Y | +86.6% | +76.3% | +10.3% | +14.6% |
| 10Y | +44.0% | +153.4% | -109.4% | -35.0% |
| All | +68.6% | +335.0% | -266.4% | -57.6% |
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