+102.2%
FE vs GEN
+157.3%
-55.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -1.2% |
| 7D | -1.0% | +2.3% | -3.3% | -1.2% |
| 30D | +4.1% | +33.1% | -28.9% | +1.2% |
| 3M | -1.0% | +6.5% | -7.5% | -2.0% |
| 6M | +4.0% | +53.8% | -49.8% | -1.1% |
| YTD | +6.8% | +11.2% | -4.4% | +5.0% |
| 1Y | +5.3% | +19.4% | -14.1% | +2.6% |
| 3Y | +44.6% | +81.0% | -36.5% | +32.9% |
| 5Y | +44.2% | +33.4% | +10.8% | +35.8% |
| All | +102.2% | +157.3% | -55.1% | +78.3% |
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