+131.1%
FTV vs RGEN
+500.3%
-369.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.5% | +0.7% |
| 7D | +3.7% | -1.2% | +4.9% | +3.9% |
| 30D | +16.8% | -5.1% | +21.9% | +17.9% |
| 3M | +10.4% | +0.5% | +9.9% | +9.6% |
| 6M | +12.8% | +46.6% | -33.8% | +3.0% |
| YTD | +23.3% | +1.6% | +21.7% | +20.6% |
| 1Y | +31.0% | +5.4% | +25.6% | +27.1% |
| 3Y | +38.6% | +12.8% | +25.7% | +27.3% |
| 5Y | +17.6% | -35.6% | +53.1% | +14.7% |
| 10Y | +110.0% | +415.7% | -305.7% | +35.0% |
| All | +131.1% | +500.3% | -369.2% | +49.3% |
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 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