+492.6%
GEV vs FN
+72.6%
+420.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.7% | -11.2% | -4.4% |
| 7D | -9.8% | 0.0% | -9.7% | -10.3% |
| 30D | -22.3% | -34.3% | +12.0% | -8.7% |
| 3M | -22.6% | -39.9% | +17.3% | -6.9% |
| 6M | -30.7% | -51.8% | +21.1% | -11.1% |
| YTD | +18.7% | -28.1% | +46.9% | +22.5% |
| 1Y | +41.0% | -29.1% | +70.1% | +45.8% |
| All | +492.6% | +72.6% | +420.1% | +301.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling