+3.0%
FLR vs RGEN
+415.2%
-412.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | +5.4% | -3.3% | +8.7% | +5.9% |
| 30D | +2.8% | -5.8% | +8.7% | +3.8% |
| 3M | -6.4% | +0.2% | -6.6% | -6.8% |
| 6M | +8.8% | +56.8% | -48.0% | +0.5% |
| YTD | +23.6% | +2.4% | +21.2% | +21.6% |
| 1Y | +13.8% | +11.4% | +2.4% | +10.5% |
| 3Y | +36.5% | +15.2% | +21.3% | +29.2% |
| 5Y | +119.3% | -35.1% | +154.4% | +113.4% |
| All | +3.0% | +415.2% | -412.2% | -27.3% |
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