+643.2%
GEV vs FN
+119.6%
+523.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.9% | +2.2% |
| 7D | +8.1% | +3.5% | +4.6% | +6.5% |
| 30D | -1.9% | -26.0% | +24.1% | +9.6% |
| 3M | +4.1% | -33.3% | +37.3% | +19.7% |
| 6M | +23.2% | -14.9% | +38.1% | +23.7% |
| YTD | +48.9% | -8.6% | +57.5% | +40.8% |
| 1Y | +62.2% | +12.3% | +49.9% | +37.7% |
| All | +643.2% | +119.6% | +523.6% | +361.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling