+109.8%
FE vs GEN
+166.8%
-57.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.2% |
| 7D | 0.0% | +2.3% | -2.3% | -0.3% |
| 30D | +5.2% | +33.1% | -27.9% | +2.2% |
| 3M | 0.0% | +6.5% | -6.5% | -1.0% |
| 6M | +5.0% | +53.8% | -48.8% | -0.1% |
| YTD | +7.9% | +11.2% | -3.3% | +6.1% |
| 1Y | +6.3% | +19.4% | -13.1% | +3.6% |
| 3Y | +46.0% | +81.0% | -35.0% | +34.2% |
| 5Y | +45.6% | +33.4% | +12.2% | +37.1% |
| All | +109.8% | +166.8% | -57.0% | +84.8% |
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