+125.4%
FFIV vs RGEN
+430.0%
-304.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.0% |
| 7D | -2.9% | -3.1% | +0.2% | -2.3% |
| 30D | -32.4% | +0.1% | -32.5% | -32.6% |
| 3M | -22.7% | +4.8% | -27.5% | -23.9% |
| 6M | -10.7% | +48.9% | -59.6% | -18.8% |
| YTD | +25.4% | +5.3% | +20.0% | +21.7% |
| 1Y | +34.2% | +12.5% | +21.7% | +28.4% |
| 3Y | +101.2% | +17.0% | +84.2% | +83.6% |
| 5Y | +42.0% | -35.4% | +77.3% | +39.2% |
| All | +125.4% | +430.0% | -304.6% | +43.5% |
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