+502.0%
GE vs FE
+561.4%
-59.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | -1.6% | +1.9% | -3.5% | -2.3% |
| 30D | -11.6% | -1.2% | -10.4% | -11.2% |
| 3M | +3.0% | +3.5% | -0.5% | +1.5% |
| 6M | -0.5% | -6.1% | +5.5% | +1.5% |
| YTD | +9.7% | +7.6% | +2.1% | +6.5% |
| 1Y | +20.0% | +11.9% | +8.1% | +14.7% |
| 3Y | +275.8% | +48.4% | +227.4% | +218.4% |
| 5Y | +429.1% | +44.8% | +384.3% | +347.5% |
| 10Y | +151.2% | +115.9% | +35.3% | +76.2% |
| All | +502.0% | +561.4% | -59.4% | +171.7% |
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 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