+157.4%
GE vs FDX
+155.6%
+1.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +5.4% | +0.5% | +4.9% | +5.2% |
| 30D | +9.6% | +9.5% | +0.1% | +5.4% |
| 3M | -7.7% | -1.3% | -6.4% | -7.5% |
| 6M | +14.0% | +5.5% | +8.5% | +10.6% |
| YTD | +10.2% | +38.9% | -28.7% | -5.4% |
| 1Y | +8.9% | +58.8% | -49.9% | -11.9% |
| 3Y | +273.7% | +71.1% | +202.5% | +176.7% |
| 5Y | +410.2% | +76.3% | +333.9% | +257.8% |
| 10Y | +157.4% | +153.4% | +4.0% | +31.4% |
| All | +157.4% | +155.6% | +1.8% | +31.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling