+268.6%
GE vs FDX
+64.2%
+204.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.7% | +5.4% | +3.4% |
| 7D | +7.1% | -1.6% | +8.7% | +7.6% |
| 30D | +6.5% | +6.6% | -0.1% | +4.8% |
| 3M | -13.6% | -2.1% | -11.5% | -13.2% |
| 6M | +6.0% | +2.2% | +3.8% | +5.1% |
| YTD | +5.4% | +33.9% | -28.6% | -1.4% |
| 1Y | +6.5% | +50.2% | -43.8% | -2.8% |
| 3Y | +268.6% | +65.5% | +203.1% | +214.7% |
| All | +268.6% | +64.2% | +204.4% | +214.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling