+157.4%
GE vs FN
+772.0%
-614.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.8% | +5.5% | +1.7% |
| 7D | +5.4% | -4.1% | +9.5% | +5.8% |
| 30D | +9.6% | -28.3% | +38.0% | +16.3% |
| 3M | -7.7% | -33.9% | +26.2% | -1.5% |
| 6M | +14.0% | -43.9% | +57.9% | +23.2% |
| YTD | +10.2% | -23.4% | +33.6% | +7.9% |
| 1Y | +8.9% | -25.4% | +34.3% | +6.6% |
| 3Y | +273.7% | +107.9% | +165.8% | +161.4% |
| 5Y | +410.2% | +195.1% | +215.1% | +208.9% |
| 10Y | +157.4% | +794.1% | -636.7% | +16.4% |
| All | +157.4% | +772.0% | -614.5% | +16.4% |
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