+3,078.0%
FN vs GEN
+504.4%
+2,573.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.0% | -9.9% | -7.2% |
| 7D | -7.0% | +26.9% | -33.8% | -14.3% |
| 30D | -24.7% | +38.6% | -63.4% | -32.8% |
| 3M | -35.7% | +9.7% | -45.4% | -38.9% |
| 6M | -52.4% | +58.9% | -111.3% | -61.1% |
| YTD | -25.0% | +15.3% | -40.3% | -31.8% |
| 1Y | -25.7% | +21.8% | -47.5% | -33.9% |
| 3Y | +110.2% | +85.8% | +24.4% | +59.4% |
| 5Y | +192.3% | +37.4% | +155.0% | +138.9% |
| 10Y | +812.3% | +174.0% | +638.2% | +410.5% |
| All | +3,078.0% | +504.4% | +2,573.7% | +1,232.6% |
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