+46.2%
FE vs GEN
+31.7%
+14.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -0.5% | +1.0% | -1.5% | -0.6% |
| 30D | +4.3% | +29.1% | -24.8% | +1.7% |
| 3M | +0.4% | +2.9% | -2.5% | -0.2% |
| 6M | +6.9% | +33.6% | -26.7% | +3.3% |
| YTD | +8.0% | +12.0% | -4.0% | +6.7% |
| 1Y | +4.8% | +16.2% | -11.3% | +3.0% |
| 3Y | +49.0% | +65.1% | -16.1% | +36.1% |
| 5Y | +46.2% | +33.3% | +12.9% | +35.1% |
| All | +46.2% | +31.7% | +14.5% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling