+620.7%
GEV vs FN
+114.9%
+505.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -1.3% |
| 7D | +3.3% | -1.7% | +5.0% | +3.9% |
| 30D | -7.5% | -22.0% | +14.5% | +1.1% |
| 3M | -2.2% | -43.0% | +40.8% | +19.6% |
| 6M | +12.1% | -27.7% | +39.8% | +20.5% |
| YTD | +44.4% | -10.5% | +54.9% | +37.8% |
| 1Y | +57.7% | +12.5% | +45.2% | +33.5% |
| All | +620.7% | +114.9% | +505.8% | +351.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling