+291.9%
FTI vs RGEN
+414.1%
-122.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.6% | -2.8% |
| 7D | -5.6% | -2.9% | -2.7% | -5.3% |
| 30D | +0.4% | -0.1% | +0.5% | +0.3% |
| 3M | +8.1% | +25.9% | -17.8% | +4.4% |
| 6M | +16.7% | +35.2% | -18.5% | +11.1% |
| YTD | +70.0% | +0.5% | +69.5% | +68.2% |
| 1Y | +85.4% | +37.0% | +48.5% | +75.3% |
| 3Y | +265.9% | +2.0% | +263.9% | +250.0% |
| 5Y | +1,072.7% | -44.2% | +1,116.9% | +1,070.0% |
| All | +291.9% | +414.1% | -122.3% | +141.0% |
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 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