+390.5%
GE vs FE
+42.2%
+348.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +3.0% |
| 7D | +7.1% | -1.0% | +8.1% | +7.4% |
| 30D | +6.5% | +4.1% | +2.3% | +5.4% |
| 3M | -13.6% | -1.0% | -12.6% | -13.4% |
| 6M | +6.0% | +4.0% | +2.0% | +4.8% |
| YTD | +5.4% | +6.8% | -1.4% | +3.6% |
| 1Y | +6.5% | +5.3% | +1.2% | +5.0% |
| 3Y | +268.6% | +44.6% | +224.0% | +228.2% |
| All | +390.5% | +42.2% | +348.3% | +320.1% |
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