+321.5%
EAT vs RGEN
+457.6%
-136.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.3% | -3.6% |
| 7D | -5.9% | -2.4% | -3.5% | -5.5% |
| 30D | +0.7% | +0.1% | +0.6% | +0.6% |
| 3M | -14.2% | +6.6% | -20.9% | -15.8% |
| 6M | +40.7% | +40.9% | -0.2% | +30.1% |
| YTD | +36.0% | +6.2% | +29.8% | +32.3% |
| 1Y | +83.1% | +19.4% | +63.6% | +73.8% |
| 3Y | +474.8% | +17.9% | +456.9% | +427.6% |
| 5Y | +347.6% | -34.0% | +381.6% | +331.8% |
| 10Y | +321.5% | +453.9% | -132.4% | +194.4% |
| All | +321.5% | +457.6% | -136.1% | +194.4% |
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 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