+3,689.8%
FN vs RGEN
+5,137.5%
-1,447.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.4% |
| 7D | -1.7% | -4.9% | +3.2% | -0.7% |
| 30D | -22.0% | +5.7% | -27.7% | -22.9% |
| 3M | -43.0% | +32.4% | -75.4% | -46.6% |
| 6M | -27.7% | +33.2% | -60.9% | -32.9% |
| YTD | -10.5% | +2.3% | -12.8% | -12.3% |
| 1Y | +12.5% | +39.0% | -26.5% | +3.2% |
| 3Y | +153.8% | -4.6% | +158.4% | +142.5% |
| 5Y | +288.0% | -42.7% | +330.7% | +290.9% |
| 10Y | +906.4% | +433.6% | +472.8% | +581.0% |
| All | +3,689.8% | +5,137.5% | -1,447.7% | +1,921.6% |
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 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