+56.7%
FND vs RGEN
+368.0%
-311.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.2% |
| 7D | -5.2% | -4.9% | -0.3% | -3.5% |
| 30D | -19.9% | +5.7% | -25.6% | -21.7% |
| 3M | +2.7% | +32.4% | -29.7% | -8.3% |
| 6M | -21.7% | +33.2% | -54.9% | -30.7% |
| YTD | -17.5% | +2.3% | -19.8% | -19.5% |
| 1Y | -39.3% | +39.0% | -78.3% | -47.7% |
| 3Y | -49.8% | -4.6% | -45.1% | -53.2% |
| 5Y | -60.1% | -42.7% | -17.4% | -57.7% |
| All | +56.7% | +368.0% | -311.3% | -24.1% |
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