-29.1%
FN vs GEN
+17.5%
-46.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.6% | +14.3% | +10.9% |
| 7D | 0.0% | +2.3% | -2.3% | +0.7% |
| 30D | -34.3% | +33.1% | -67.4% | -29.1% |
| 3M | -39.9% | +6.5% | -46.3% | -38.0% |
| 6M | -51.8% | +53.8% | -105.6% | -49.2% |
| YTD | -28.1% | +11.2% | -39.4% | -28.0% |
| 1Y | -29.1% | +19.4% | -48.5% | -28.1% |
| All | -29.1% | +17.5% | -46.6% | -28.1% |
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 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