+620.7%
GEV vs FE
+36.1%
+584.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | -0.2% |
| 7D | +3.3% | +1.9% | +1.4% | +3.9% |
| 30D | -7.5% | -1.2% | -6.3% | -7.8% |
| 3M | -2.2% | +3.5% | -5.7% | -1.2% |
| 6M | +12.1% | -6.1% | +18.2% | +10.5% |
| YTD | +44.4% | +7.6% | +36.8% | +48.1% |
| 1Y | +57.7% | +11.9% | +45.7% | +64.3% |
| All | +620.7% | +36.1% | +584.6% | +692.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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