+152.7%
GE vs FE
+107.2%
+45.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.9% |
| 7D | +7.1% | 0.0% | +7.1% | +7.1% |
| 30D | +6.5% | +5.2% | +1.3% | +4.6% |
| 3M | -13.6% | 0.0% | -13.5% | -13.6% |
| 6M | +6.0% | +5.0% | +0.9% | +4.0% |
| YTD | +5.4% | +7.9% | -2.5% | +2.3% |
| 1Y | +6.5% | +6.3% | +0.1% | +3.9% |
| 3Y | +268.6% | +46.0% | +222.6% | +215.5% |
| 5Y | +389.0% | +45.6% | +343.4% | +313.8% |
| All | +152.7% | +107.2% | +45.6% | +104.3% |
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