+151.2%
GE vs FN
+763.2%
-612.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.6% | -2.6% |
| 7D | +5.1% | +20.8% | -15.6% | +0.8% |
| 30D | +7.6% | -17.3% | +24.8% | +10.7% |
| 3M | -9.3% | -38.1% | +28.8% | -1.6% |
| 6M | +11.5% | -44.2% | +55.8% | +20.7% |
| YTD | +7.9% | -22.3% | +30.1% | +5.3% |
| 1Y | +7.6% | -20.9% | +28.6% | +3.9% |
| 3Y | +265.9% | +111.1% | +154.8% | +155.0% |
| 5Y | +405.9% | +191.8% | +214.1% | +207.5% |
| All | +151.2% | +763.2% | -612.0% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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