+67.3%
F vs GEN
+152.9%
-85.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.5% |
| 7D | -3.1% | +2.0% | -5.1% | -3.6% |
| 30D | 0.0% | +27.7% | -27.7% | -5.7% |
| 3M | -13.2% | +3.3% | -16.5% | -14.4% |
| 6M | -10.2% | +31.8% | -42.0% | -16.8% |
| YTD | -4.9% | +13.5% | -18.4% | -9.3% |
| 1Y | -6.1% | +16.0% | -22.1% | -10.9% |
| 3Y | +46.0% | +70.6% | -24.6% | +25.5% |
| 5Y | -15.7% | +32.1% | -47.8% | -24.5% |
| All | +67.3% | +152.9% | -85.6% | +27.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling