+41.8%
BEN vs RGEN
-42.7%
+84.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | +4.7% | -0.9% | +5.6% | +4.8% |
| 30D | +2.6% | +2.8% | -0.2% | +1.9% |
| 3M | +11.5% | +34.5% | -23.0% | +3.8% |
| 6M | +35.3% | +40.5% | -5.1% | +24.0% |
| YTD | +48.6% | +2.8% | +45.8% | +45.7% |
| 1Y | +46.7% | +39.6% | +7.1% | +33.4% |
| 3Y | +57.0% | +4.4% | +52.6% | +45.9% |
| 5Y | +41.8% | -42.8% | +84.6% | +39.8% |
| All | +41.8% | -42.7% | +84.5% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling