+151.2%
GE vs FDX
+152.0%
-0.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.4% | -3.0% |
| 7D | +5.1% | +0.8% | +4.3% | +4.8% |
| 30D | +7.6% | +9.9% | -2.3% | +3.3% |
| 3M | -9.3% | -1.9% | -7.4% | -8.8% |
| 6M | +11.5% | +6.1% | +5.5% | +8.0% |
| YTD | +7.9% | +38.8% | -30.9% | -7.4% |
| 1Y | +7.6% | +50.0% | -42.3% | -10.6% |
| 3Y | +265.9% | +71.0% | +194.8% | +171.0% |
| 5Y | +405.9% | +72.5% | +333.4% | +259.0% |
| All | +151.2% | +152.0% | -0.8% | +27.9% |
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 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