+53.5%
F vs GEN
+63.2%
-9.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.6% | -0.3% | -0.3% | -0.6% |
| 30D | +2.9% | +28.2% | -25.3% | -3.1% |
| 3M | -9.5% | +2.6% | -12.1% | -10.5% |
| 6M | +4.0% | +32.7% | -28.7% | -4.3% |
| YTD | -1.3% | +11.3% | -12.5% | -4.6% |
| 1Y | -1.9% | +17.9% | -19.9% | -7.1% |
| 3Y | +53.5% | +66.3% | -12.8% | +29.4% |
| All | +53.5% | +63.2% | -9.8% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling