+4,087.3%
FDX vs GEN
+8,838.9%
-4,751.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.2% |
| 7D | -2.5% | -1.2% | -1.3% | -2.4% |
| 30D | +3.8% | +10.1% | -6.3% | +2.3% |
| 3M | -1.3% | +16.1% | -17.4% | -3.6% |
| 6M | +5.0% | +38.9% | -33.8% | -0.5% |
| YTD | +39.6% | +14.4% | +25.2% | +35.7% |
| 1Y | +81.1% | +5.9% | +75.3% | +78.0% |
| 3Y | +63.0% | +58.8% | +4.3% | +50.4% |
| 5Y | +65.6% | +24.7% | +40.9% | +56.4% |
| 10Y | +183.4% | +163.1% | +20.3% | +134.3% |
| All | +4,087.3% | +8,838.9% | -4,751.5% | +1,824.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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