+206.9%
FN vs RGEN
-34.8%
+241.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.1% | +8.7% | +11.1% |
| 7D | +16.3% | +3.5% | +12.8% | +15.8% |
| 30D | -24.7% | +2.9% | -27.7% | -25.0% |
| 3M | -34.9% | +9.2% | -44.1% | -36.6% |
| 6M | -41.1% | +44.9% | -86.0% | -47.2% |
| YTD | -19.6% | +9.2% | -28.8% | -22.8% |
| 1Y | -18.5% | +25.3% | -43.8% | -24.4% |
| 3Y | +119.1% | +21.7% | +97.4% | +95.9% |
| 5Y | +206.9% | -34.5% | +241.4% | +167.6% |
| All | +206.9% | -34.8% | +241.8% | +167.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling