+576.2%
FE vs RGEN
+16,152.1%
-15,575.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | +1.9% | -4.9% | +6.9% | +2.1% |
| 30D | -1.2% | +5.7% | -6.8% | -1.3% |
| 3M | +3.5% | +32.4% | -28.9% | +2.6% |
| 6M | -6.1% | +33.2% | -39.2% | -7.0% |
| YTD | +7.6% | +2.3% | +5.3% | +7.3% |
| 1Y | +11.9% | +39.0% | -27.1% | +10.6% |
| 3Y | +48.4% | -4.6% | +53.1% | +47.2% |
| 5Y | +44.8% | -42.7% | +87.5% | +44.5% |
| 10Y | +115.9% | +433.6% | -317.7% | +104.1% |
| All | +576.2% | +16,152.1% | -15,575.9% | +528.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling