+54.6%
FTI vs RGEN
+19.5%
+35.0%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.3% | -3.4% |
| 7D | -9.7% | -3.5% | -6.1% | -9.8% |
| 30D | -8.2% | -6.0% | -2.2% | -8.3% |
| 3M | -7.8% | +19.0% | -26.8% | -7.3% |
| 6M | -13.4% | +50.7% | -64.2% | -13.6% |
| YTD | +45.1% | +8.8% | +36.3% | +52.9% |
| 1Y | +54.6% | +21.3% | +33.3% | +60.9% |
| All | +54.6% | +19.5% | +35.0% | +60.9% |
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