-18.5%
FN vs GEN
+14.8%
-33.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.4% | -9.7% | -6.6% |
| 7D | +0.3% | +2.0% | -1.8% | +0.9% |
| 30D | -16.5% | +27.7% | -44.3% | -10.4% |
| 3M | -42.1% | +3.3% | -45.4% | -40.6% |
| 6M | -52.9% | +31.8% | -84.7% | -49.8% |
| YTD | -28.0% | +13.5% | -41.5% | -28.1% |
| 1Y | -18.5% | +16.0% | -34.6% | -18.7% |
| All | -18.5% | +14.8% | -33.3% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling