+755.5%
FN vs RGEN
+411.3%
+344.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.5% | -0.6% | -3.2% |
| 7D | +20.8% | -1.2% | +21.9% | +21.4% |
| 30D | -17.3% | -5.1% | -12.2% | -15.7% |
| 3M | -38.1% | +0.5% | -38.6% | -38.6% |
| 6M | -44.2% | +46.6% | -90.8% | -50.9% |
| YTD | -22.3% | +1.6% | -23.9% | -24.5% |
| 1Y | -20.9% | +5.4% | -26.3% | -23.9% |
| 3Y | +111.1% | +12.8% | +98.2% | +89.0% |
| 5Y | +191.8% | -35.6% | +227.4% | +186.5% |
| All | +755.5% | +411.3% | +344.2% | +279.0% |
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