+93.9%
FTV vs RGEN
+504.2%
-410.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | -4.5% | -4.9% | +0.4% | -3.5% |
| 30D | -7.1% | +5.7% | -12.7% | -8.2% |
| 3M | -7.2% | +32.4% | -39.6% | -12.9% |
| 6M | -1.5% | +33.2% | -34.7% | -8.3% |
| YTD | +3.5% | +2.3% | +1.2% | +1.6% |
| 1Y | +20.3% | +39.0% | -18.6% | +10.1% |
| 3Y | -3.1% | -4.6% | +1.5% | -7.9% |
| 5Y | +2.3% | -42.7% | +45.0% | +2.1% |
| 10Y | +76.3% | +433.6% | -357.3% | +14.2% |
| All | +93.9% | +504.2% | -410.3% | +25.7% |
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