+43.4%
GEV vs FN
-20.4%
+63.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +11.9% | -4.7% | +2.6% |
| 7D | -3.8% | +16.3% | -20.1% | -9.6% |
| 30D | -17.4% | -24.7% | +7.3% | -9.3% |
| 3M | -16.2% | -34.9% | +18.7% | -4.3% |
| 6M | -20.2% | -41.1% | +20.9% | -7.8% |
| YTD | +27.2% | -19.6% | +46.8% | +22.8% |
| All | +43.4% | -20.4% | +63.8% | +39.8% |
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