+81.3%
FN vs GEN
+84.3%
-3.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -0.9% | -13.3% | -14.1% |
| 7D | -16.0% | +8.5% | -24.5% | -16.8% |
| 30D | -40.1% | +34.2% | -74.3% | -42.6% |
| 3M | -43.9% | +10.0% | -53.9% | -44.8% |
| 6M | -55.6% | +56.8% | -112.4% | -61.9% |
| YTD | -35.7% | +14.2% | -49.9% | -37.1% |
| 1Y | -39.8% | +20.8% | -60.6% | -42.9% |
| All | +81.3% | +84.3% | -3.0% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling