+152.0%
GE vs FE
+126.1%
+25.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | +2.7% | +1.2% | +1.4% | +2.2% |
| 30D | +8.1% | +4.5% | +3.5% | +6.4% |
| 3M | -7.9% | +1.3% | -9.2% | -8.3% |
| 6M | +12.9% | +8.7% | +4.2% | +9.4% |
| YTD | +8.2% | +9.2% | -1.0% | +4.6% |
| 1Y | +9.7% | +7.0% | +2.7% | +6.7% |
| 3Y | +266.1% | +51.4% | +214.7% | +208.6% |
| 5Y | +407.4% | +47.7% | +359.7% | +326.5% |
| All | +152.0% | +126.1% | +25.8% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling