+67.7%
FERG vs RGEN
+15.2%
+52.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.5% |
| 7D | +9.7% | -3.3% | +13.0% | +10.6% |
| 30D | +15.0% | -5.8% | +20.9% | +16.4% |
| 3M | +3.8% | +0.2% | +3.6% | +3.2% |
| 6M | +10.6% | +56.8% | -46.2% | -1.1% |
| YTD | +17.0% | +2.4% | +14.6% | +14.5% |
| 1Y | +7.1% | +11.4% | -4.4% | +2.7% |
| 3Y | +67.7% | +15.2% | +52.6% | +59.2% |
| All | +67.7% | +15.2% | +52.6% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling