+46.2%
FND vs RGEN
+359.9%
-313.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -5.1% | -2.9% | -2.2% | -4.0% |
| 30D | -22.5% | -0.1% | -22.5% | -22.7% |
| 3M | -5.0% | +25.9% | -30.9% | -13.6% |
| 6M | -21.5% | +35.2% | -56.7% | -30.9% |
| YTD | -23.0% | +0.5% | -23.5% | -24.4% |
| 1Y | -44.9% | +37.0% | -81.9% | -52.3% |
| 3Y | -50.0% | +2.0% | -52.0% | -54.6% |
| 5Y | -63.3% | -44.2% | -19.2% | -60.8% |
| All | +46.2% | +359.9% | -313.6% | -28.7% |
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 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