+151.2%
GE vs FE
+123.7%
+27.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.4% |
| 7D | +5.1% | -0.3% | +5.4% | +5.2% |
| 30D | +7.6% | +3.9% | +3.7% | +6.1% |
| 3M | -9.3% | -0.1% | -9.2% | -9.3% |
| 6M | +11.5% | +6.1% | +5.5% | +9.0% |
| YTD | +7.9% | +8.1% | -0.2% | +4.6% |
| 1Y | +7.6% | +4.4% | +3.2% | +5.7% |
| 3Y | +265.9% | +49.0% | +216.8% | +210.2% |
| 5Y | +405.9% | +46.1% | +359.8% | +326.8% |
| All | +151.2% | +123.7% | +27.5% | +101.9% |
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