+2,765.1%
GE vs FDX
+4,056.7%
-1,291.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.7% | +5.4% | +3.8% |
| 7D | +7.1% | -1.6% | +8.7% | +7.8% |
| 30D | +6.5% | +6.6% | -0.1% | +3.8% |
| 3M | -13.6% | -2.1% | -11.5% | -13.2% |
| 6M | +6.0% | +2.2% | +3.8% | +4.4% |
| YTD | +5.4% | +33.9% | -28.6% | -7.0% |
| 1Y | +6.5% | +50.2% | -43.8% | -10.4% |
| 3Y | +268.6% | +65.5% | +203.1% | +186.2% |
| 5Y | +389.0% | +74.1% | +315.0% | +260.5% |
| 10Y | +163.3% | +156.7% | +6.6% | +57.8% |
| All | +2,765.1% | +4,056.7% | -1,291.6% | +551.0% |
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