+43.6%
EEM vs RGEN
-44.2%
+87.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -1.9% | -2.1% |
| 7D | -0.7% | -2.9% | +2.2% | -0.3% |
| 30D | +2.4% | -0.1% | +2.5% | +2.3% |
| 3M | +4.2% | +25.9% | -21.8% | +0.3% |
| 6M | +14.8% | +35.2% | -20.4% | +9.0% |
| YTD | +23.1% | +0.5% | +22.6% | +21.8% |
| 1Y | +32.5% | +37.0% | -4.4% | +25.1% |
| 3Y | +85.9% | +2.0% | +83.9% | +77.6% |
| 5Y | +43.6% | -44.2% | +87.7% | +36.0% |
| All | +43.6% | -44.2% | +87.8% | +36.0% |
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