-25.4%
FN vs RGEN
+20.5%
-45.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.8% | -2.0% | -4.4% |
| 7D | -4.1% | -2.4% | -1.7% | -3.7% |
| 30D | -28.3% | +0.1% | -28.4% | -28.0% |
| 3M | -33.9% | +6.6% | -40.5% | -34.4% |
| 6M | -43.9% | +40.9% | -84.8% | -45.7% |
| YTD | -23.4% | +6.2% | -29.6% | -14.1% |
| 1Y | -25.4% | +19.4% | -44.8% | -20.7% |
| All | -25.4% | +20.5% | -45.9% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling