+69.3%
FERG vs RGEN
-44.3%
+113.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.0% |
| 7D | +0.9% | -4.6% | +5.5% | +1.8% |
| 30D | -15.1% | +1.2% | -16.2% | -15.4% |
| 3M | -4.8% | +26.8% | -31.7% | -9.7% |
| 6M | -2.5% | +29.1% | -31.5% | -8.3% |
| YTD | +1.8% | +0.7% | +1.1% | +0.3% |
| 1Y | -0.3% | +39.1% | -39.4% | -8.1% |
| 3Y | +52.9% | +2.2% | +50.7% | +44.3% |
| 5Y | +69.3% | -44.0% | +113.3% | +66.0% |
| All | +69.3% | -44.3% | +113.6% | +66.0% |
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