-75.0%
FRSH vs RGEN
-47.4%
-27.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | -6.6% | -1.4% | -5.2% | -6.0% |
| 30D | +2.1% | -0.3% | +2.4% | +2.0% |
| 3M | +29.0% | +23.9% | +5.1% | +15.8% |
| 6M | +48.6% | +38.5% | +10.1% | +25.2% |
| YTD | -2.9% | +0.8% | -3.7% | -5.8% |
| 1Y | -7.9% | +38.2% | -46.1% | -24.0% |
| 3Y | -46.5% | +1.3% | -47.8% | -53.8% |
| All | -75.0% | -47.4% | -27.6% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling