+1,775.6%
FTI vs RGEN
+6,114.4%
-4,338.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +2.0% |
| 7D | +4.3% | -3.3% | +7.6% | +4.7% |
| 30D | -4.7% | -5.8% | +1.2% | -4.2% |
| 3M | -13.5% | +0.2% | -13.7% | -13.8% |
| 6M | -8.7% | +56.8% | -65.5% | -13.6% |
| YTD | +49.0% | +2.4% | +46.6% | +46.9% |
| 1Y | +54.0% | +11.4% | +42.6% | +50.5% |
| 3Y | +211.6% | +15.2% | +196.5% | +197.6% |
| 5Y | +881.9% | -35.1% | +917.0% | +866.4% |
| 10Y | +188.1% | +419.6% | -231.5% | +121.3% |
| All | +1,775.6% | +6,114.4% | -4,338.9% | +994.2% |
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