+462.9%
GE vs FE
+566.1%
-103.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.4% |
| 7D | +0.5% | +0.6% | 0.0% | +0.3% |
| 30D | +1.7% | +6.4% | -4.7% | -0.5% |
| 3M | -17.3% | -0.5% | -16.8% | -17.2% |
| 6M | +10.1% | +4.7% | +5.3% | +8.0% |
| YTD | +2.6% | +8.4% | -5.8% | -0.7% |
| 1Y | +3.7% | +7.2% | -3.5% | +0.7% |
| 3Y | +268.3% | +44.9% | +223.4% | +215.1% |
| 5Y | +376.2% | +46.3% | +329.9% | +301.4% |
| 10Y | +156.4% | +110.3% | +46.1% | +81.9% |
| All | +462.9% | +566.1% | -103.2% | +153.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling