+2,625.3%
FN vs RGEN
+5,165.0%
-2,539.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -5.5% | -8.8% | -13.1% |
| 7D | -16.0% | -10.7% | -5.3% | -13.8% |
| 30D | -40.1% | -3.6% | -36.5% | -39.6% |
| 3M | -43.9% | +6.2% | -50.1% | -44.9% |
| 6M | -55.6% | +34.1% | -89.8% | -59.0% |
| YTD | -35.7% | +2.8% | -38.5% | -37.3% |
| 1Y | -39.8% | +15.5% | -55.4% | -42.7% |
| 3Y | +80.3% | +12.1% | +68.2% | +67.0% |
| 5Y | +143.3% | -36.9% | +180.1% | +140.6% |
| 10Y | +682.3% | +522.4% | +159.9% | +417.4% |
| All | +2,625.3% | +5,165.0% | -2,539.7% | +1,345.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling