+110.1%
FTV vs RGEN
+450.6%
-340.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -0.7% | -3.1% | +2.5% | 0.0% |
| 30D | +18.3% | +0.1% | +18.3% | +18.2% |
| 3M | +10.2% | +4.8% | +5.4% | +8.5% |
| 6M | +12.8% | +48.9% | -36.1% | +2.6% |
| YTD | +23.4% | +5.3% | +18.0% | +19.8% |
| 1Y | +31.4% | +12.5% | +18.9% | +25.8% |
| 3Y | +38.7% | +17.0% | +21.7% | +26.3% |
| 5Y | +18.6% | -35.4% | +53.9% | +15.5% |
| 10Y | +110.1% | +434.6% | -324.5% | +33.3% |
| All | +110.1% | +450.6% | -340.5% | +33.3% |
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