+121.1%
EEM vs RGEN
+415.2%
-294.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.5% |
| 7D | +2.7% | -3.3% | +6.0% | +3.2% |
| 30D | -5.4% | -5.8% | +0.5% | -4.5% |
| 3M | -8.6% | +0.2% | -8.8% | -9.0% |
| 6M | -8.9% | +56.8% | -65.7% | -16.2% |
| YTD | +11.9% | +2.4% | +9.5% | +10.0% |
| 1Y | +13.1% | +11.4% | +1.6% | +9.5% |
| 3Y | +70.7% | +15.2% | +55.5% | +58.4% |
| 5Y | +31.8% | -35.1% | +66.9% | +29.1% |
| All | +121.1% | +415.2% | -294.0% | +42.9% |
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