+157.4%
GE vs FE
+110.9%
+46.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.4% | +4.5% |
| 7D | +5.4% | -0.5% | +5.9% | +5.6% |
| 30D | +9.6% | +4.3% | +5.3% | +8.0% |
| 3M | -7.7% | +0.4% | -8.1% | -7.9% |
| 6M | +14.0% | +6.9% | +7.1% | +11.1% |
| YTD | +10.2% | +8.0% | +2.2% | +6.9% |
| 1Y | +8.9% | +4.8% | +4.1% | +6.8% |
| 3Y | +273.7% | +49.0% | +224.7% | +216.9% |
| 5Y | +410.2% | +46.2% | +364.0% | +330.4% |
| 10Y | +157.4% | +120.9% | +36.6% | +107.2% |
| All | +157.4% | +110.9% | +46.6% | +107.2% |
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