+16.8%
FLR vs RGEN
+415.7%
-398.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | -3.5% | -1.4% | -2.0% | -3.3% |
| 30D | +4.2% | -0.3% | +4.5% | +4.1% |
| 3M | +8.1% | +23.9% | -15.8% | +4.0% |
| 6M | +21.5% | +38.5% | -17.0% | +14.5% |
| YTD | +36.8% | +0.8% | +36.0% | +35.3% |
| 1Y | +31.2% | +38.2% | -7.0% | +23.4% |
| 3Y | +53.9% | +1.3% | +52.6% | +47.9% |
| 5Y | +243.0% | -44.0% | +287.1% | +239.3% |
| All | +16.8% | +415.7% | -398.9% | -24.0% |
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 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