+693.0%
FN vs RGEN
+415.2%
+277.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.8% | -8.1% | -7.5% |
| 7D | +0.3% | -3.3% | +3.5% | +1.3% |
| 30D | -16.5% | -5.8% | -10.7% | -14.8% |
| 3M | -42.1% | +0.2% | -42.3% | -42.5% |
| 6M | -52.9% | +56.8% | -109.7% | -59.2% |
| YTD | -28.0% | +2.4% | -30.4% | -30.2% |
| 1Y | -18.5% | +11.4% | -30.0% | -22.9% |
| 3Y | +93.9% | +15.2% | +78.7% | +72.6% |
| 5Y | +170.5% | -35.1% | +205.6% | +165.0% |
| All | +693.0% | +415.2% | +277.8% | +250.5% |
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