+545.3%
GE vs FN
+3,620.5%
-3,075.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +0.5% |
| 7D | -1.6% | -1.7% | +0.1% | -1.3% |
| 30D | -11.6% | -22.0% | +10.4% | -8.3% |
| 3M | +3.0% | -43.0% | +46.0% | +11.7% |
| 6M | -0.5% | -27.7% | +27.2% | +1.6% |
| YTD | +9.7% | -10.5% | +20.3% | +7.1% |
| 1Y | +20.0% | +12.5% | +7.5% | +11.4% |
| 3Y | +275.8% | +153.8% | +122.0% | +186.2% |
| 5Y | +429.1% | +288.0% | +141.1% | +262.7% |
| 10Y | +151.2% | +906.4% | -755.3% | +44.5% |
| All | +545.3% | +3,620.5% | -3,075.2% | +221.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling