+1,348.4%
FERG vs RGEN
+4,028.1%
-2,679.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.4% |
| 7D | 0.0% | -4.9% | +4.9% | +0.3% |
| 30D | -10.2% | +5.7% | -15.9% | -10.6% |
| 3M | -0.6% | +32.4% | -33.0% | -2.9% |
| 6M | -6.5% | +33.2% | -39.7% | -9.0% |
| YTD | +4.2% | +2.3% | +1.9% | +3.4% |
| 1Y | -2.3% | +39.0% | -41.3% | -5.2% |
| 3Y | +48.5% | -4.6% | +53.1% | +45.8% |
| 5Y | +72.0% | -42.7% | +114.7% | +69.6% |
| 10Y | +369.9% | +433.6% | -63.7% | +345.5% |
| All | +1,348.4% | +4,028.1% | -2,679.7% | +1,263.8% |
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 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