+3,689.8%
FN vs GEN
+499.7%
+3,190.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.3% | +3.9% |
| 7D | -1.7% | -1.2% | -0.5% | -1.3% |
| 30D | -22.0% | +10.1% | -32.1% | -24.8% |
| 3M | -43.0% | +16.1% | -59.1% | -46.5% |
| 6M | -27.7% | +38.9% | -66.6% | -37.3% |
| YTD | -10.5% | +14.4% | -25.0% | -17.0% |
| 1Y | +12.5% | +5.9% | +6.6% | +7.1% |
| 3Y | +153.8% | +58.8% | +95.0% | +106.6% |
| 5Y | +288.0% | +24.7% | +263.3% | +233.9% |
| 10Y | +906.4% | +163.1% | +743.4% | +483.1% |
| All | +3,689.8% | +499.7% | +3,190.1% | +1,520.8% |
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