+152.0%
GE vs FN
+700.1%
-548.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.3% | +7.6% | +1.8% |
| 7D | +2.7% | +0.3% | +2.4% | +2.4% |
| 30D | +8.1% | -16.5% | +24.6% | +11.1% |
| 3M | -7.9% | -42.1% | +34.2% | +1.3% |
| 6M | +12.9% | -52.9% | +65.8% | +27.0% |
| YTD | +8.2% | -28.0% | +36.1% | +7.2% |
| 1Y | +9.7% | -18.5% | +28.2% | +4.9% |
| 3Y | +266.1% | +93.9% | +172.2% | +159.8% |
| 5Y | +407.4% | +170.5% | +236.9% | +213.2% |
| All | +152.0% | +700.1% | -548.2% | +14.2% |
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