+52.4%
GEV vs FN
-25.7%
+78.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.0% | -3.3% | -7.0% |
| 7D | -5.1% | -7.0% | +1.8% | -2.8% |
| 30D | -15.8% | -24.7% | +8.9% | -7.3% |
| 3M | -18.2% | -35.7% | +17.5% | -5.8% |
| 6M | -22.4% | -52.4% | +30.0% | -2.9% |
| YTD | +27.7% | -25.0% | +52.7% | +28.2% |
| 1Y | +52.4% | -25.7% | +78.0% | +53.2% |
| All | +52.4% | -25.7% | +78.1% | +53.2% |
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