+581.0%
FE vs GEN
+3,026.0%
-2,445.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | -0.1% |
| 7D | +0.6% | +8.5% | -7.9% | -0.1% |
| 30D | +6.4% | +34.2% | -27.8% | +3.8% |
| 3M | -0.5% | +10.0% | -10.4% | -1.5% |
| 6M | +4.7% | +56.8% | -52.0% | +0.4% |
| YTD | +8.4% | +14.2% | -5.9% | +6.4% |
| 1Y | +7.2% | +20.8% | -13.6% | +4.8% |
| 3Y | +44.9% | +84.1% | -39.2% | +35.8% |
| 5Y | +46.3% | +37.1% | +9.2% | +39.6% |
| 10Y | +110.3% | +171.5% | -61.2% | +86.4% |
| All | +581.0% | +3,026.0% | -2,445.0% | +494.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling