+10.9%
GE vs FN
-19.6%
+30.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.9% | -4.4% | +0.8% |
| 7D | +4.0% | +8.0% | -4.0% | +2.9% |
| 30D | +11.1% | -19.1% | +30.2% | +12.8% |
| 3M | -6.7% | -29.8% | +23.1% | -4.7% |
| 6M | +14.3% | -43.2% | +57.5% | +17.9% |
| YTD | +11.7% | -18.9% | +30.7% | +5.3% |
| 1Y | +10.9% | -17.9% | +28.8% | +0.6% |
| All | +10.9% | -19.6% | +30.5% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling