+155.5%
GE vs FN
+753.0%
-597.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +11.7% | -9.0% | +0.2% |
| 7D | +7.1% | 0.0% | +7.2% | +6.5% |
| 30D | +6.5% | -34.3% | +40.8% | +15.2% |
| 3M | -13.6% | -39.9% | +26.3% | -5.8% |
| 6M | +6.0% | -51.8% | +57.8% | +18.6% |
| YTD | +5.4% | -28.1% | +33.5% | +4.8% |
| 1Y | +6.5% | -29.1% | +35.5% | +5.4% |
| 3Y | +268.6% | +102.4% | +166.1% | +159.1% |
| 5Y | +389.0% | +171.7% | +217.4% | +202.5% |
| All | +155.5% | +753.0% | -597.5% | +17.7% |
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