-22.0%
FND vs RGEN
+8.1%
-30.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.5% |
| 7D | -6.8% | -3.3% | -3.5% | -5.5% |
| 30D | +8.0% | -5.8% | +13.8% | +10.5% |
| 3M | -18.9% | +0.2% | -19.1% | -20.6% |
| 6M | +4.7% | +56.8% | -52.1% | -19.0% |
| YTD | -21.6% | +2.4% | -24.0% | -23.4% |
| 1Y | -22.0% | +11.4% | -33.5% | -29.0% |
| All | -22.0% | +8.1% | -30.1% | -29.0% |
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