+411.8%
GE vs FE
+47.0%
+364.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | +2.7% | +1.2% | +1.4% | +2.3% |
| 30D | +8.1% | +4.5% | +3.5% | +6.9% |
| 3M | -7.9% | +1.3% | -9.2% | -8.2% |
| 6M | +12.9% | +8.7% | +4.2% | +10.4% |
| YTD | +8.2% | +9.2% | -1.0% | +5.7% |
| 1Y | +9.7% | +7.0% | +2.7% | +7.7% |
| 3Y | +266.1% | +51.4% | +214.7% | +220.6% |
| All | +411.8% | +47.0% | +364.7% | +337.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling