+156.3%
FDX vs RGEN
+508.6%
-352.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.3% | +2.9% |
| 7D | +0.2% | +3.5% | -3.3% | -0.4% |
| 30D | +9.3% | +2.9% | +6.4% | +8.6% |
| 3M | +0.5% | +9.2% | -8.7% | -1.7% |
| 6M | +5.3% | +44.9% | -39.6% | -2.7% |
| YTD | +38.6% | +9.2% | +29.4% | +34.0% |
| 1Y | +53.5% | +25.3% | +28.2% | +44.7% |
| 3Y | +74.2% | +21.7% | +52.5% | +59.2% |
| 5Y | +75.3% | -34.5% | +109.8% | +70.4% |
| 10Y | +156.3% | +478.9% | -322.6% | +61.6% |
| All | +156.3% | +508.6% | -352.4% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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