+158.6%
GE vs FE
+120.9%
+37.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +4.0% | -0.4% | +4.4% | +4.2% |
| 30D | +11.1% | +3.6% | +7.4% | +9.7% |
| 3M | -6.7% | +0.3% | -7.1% | -6.9% |
| 6M | +14.3% | +6.4% | +7.9% | +11.6% |
| YTD | +11.7% | +8.1% | +3.6% | +8.4% |
| 1Y | +10.9% | +4.6% | +6.3% | +8.8% |
| 3Y | +279.0% | +49.1% | +229.9% | +221.3% |
| 5Y | +427.0% | +46.1% | +380.9% | +344.6% |
| 10Y | +158.6% | +122.7% | +35.8% | +107.7% |
| All | +158.6% | +120.9% | +37.7% | +107.7% |
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