+503.4%
GE vs FN
+2,575.5%
-2,072.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -14.2% | +9.8% | -2.0% |
| 7D | +0.5% | -16.0% | +16.5% | +3.2% |
| 30D | +1.7% | -40.1% | +41.8% | +10.3% |
| 3M | -17.3% | -43.9% | +26.6% | -10.1% |
| 6M | +10.1% | -55.6% | +65.7% | +22.6% |
| YTD | +2.6% | -35.7% | +38.3% | +4.9% |
| 1Y | +3.7% | -39.8% | +43.5% | +6.8% |
| 3Y | +268.3% | +80.3% | +188.0% | +194.8% |
| 5Y | +376.2% | +143.3% | +232.9% | +251.2% |
| 10Y | +156.4% | +682.3% | -525.9% | +53.5% |
| All | +503.4% | +2,575.5% | -2,072.2% | +214.9% |
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