+514.9%
GEV vs FN
+73.0%
+441.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.3% | +5.4% | +1.1% |
| 7D | +3.7% | +0.3% | +3.5% | +3.3% |
| 30D | -14.7% | -16.5% | +1.9% | -9.1% |
| 3M | -23.4% | -42.1% | +18.7% | -6.5% |
| 6M | -24.3% | -52.9% | +28.5% | -2.0% |
| YTD | +23.2% | -28.0% | +51.1% | +26.6% |
| 1Y | +44.2% | -18.5% | +62.7% | +40.1% |
| All | +514.9% | +73.0% | +441.8% | +314.8% |
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 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