+46.3%
FE vs RGEN
-35.1%
+81.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -1.5% |
| 7D | -1.0% | -1.9% | +0.9% | -1.0% |
| 30D | +4.1% | +3.7% | +0.4% | +3.9% |
| 3M | -1.0% | +8.8% | -9.8% | -1.5% |
| 6M | +4.0% | +38.0% | -33.9% | +2.3% |
| YTD | +6.8% | +5.9% | +1.0% | +6.2% |
| 1Y | +5.3% | +19.7% | -14.4% | +4.0% |
| 3Y | +44.6% | +20.5% | +24.1% | +40.9% |
| All | +46.3% | -35.1% | +81.4% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling