+348.1%
FERG vs RGEN
+414.1%
-66.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -1.0% | -2.9% | +1.9% | -0.6% |
| 30D | -11.8% | -0.1% | -11.8% | -11.9% |
| 3M | -1.2% | +25.9% | -27.2% | -4.4% |
| 6M | -2.3% | +35.2% | -37.5% | -6.7% |
| YTD | +0.8% | +0.5% | +0.3% | -0.2% |
| 1Y | +0.5% | +37.0% | -36.5% | -4.3% |
| 3Y | +51.4% | +2.0% | +49.4% | +46.0% |
| 5Y | +67.5% | -44.2% | +111.7% | +63.4% |
| All | +348.1% | +414.1% | -66.0% | +304.9% |
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