+80.1%
FTV vs RGEN
+415.3%
-335.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.8% | -0.8% |
| 7D | -1.3% | -4.6% | +3.3% | -0.3% |
| 30D | -9.5% | +1.2% | -10.7% | -9.8% |
| 3M | -10.9% | +26.8% | -37.7% | -15.6% |
| 6M | -0.6% | +29.1% | -29.7% | -6.9% |
| YTD | +1.4% | +0.7% | +0.7% | -0.1% |
| 1Y | +17.6% | +39.1% | -21.4% | +7.6% |
| 3Y | -3.3% | +2.2% | -5.5% | -9.4% |
| 5Y | -0.1% | -44.0% | +43.8% | +0.1% |
| All | +80.1% | +415.3% | -335.2% | +18.0% |
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