-3.2%
FTV vs RGEN
+4.3%
-7.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.9% |
| 7D | -0.4% | -0.9% | +0.5% | -0.2% |
| 30D | -8.3% | +2.8% | -11.1% | -8.9% |
| 3M | -7.4% | +34.5% | -41.9% | -13.1% |
| 6M | -1.2% | +40.5% | -41.7% | -8.8% |
| YTD | +2.7% | +2.8% | -0.2% | +1.1% |
| 1Y | +18.4% | +39.6% | -21.2% | +8.5% |
| All | -3.2% | +4.3% | -7.5% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling