+393.0%
EFA vs RGEN
+7,133.0%
-6,740.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +1.2% | -0.9% | +2.1% | +1.3% |
| 30D | -0.7% | +2.8% | -3.6% | -1.1% |
| 3M | +6.4% | +34.5% | -28.1% | +3.0% |
| 6M | +11.4% | +40.5% | -29.1% | +7.1% |
| YTD | +14.0% | +2.8% | +11.1% | +12.9% |
| 1Y | +20.2% | +39.6% | -19.4% | +15.3% |
| 3Y | +68.2% | +4.4% | +63.8% | +62.5% |
| 5Y | +54.8% | -42.8% | +97.6% | +54.7% |
| 10Y | +142.4% | +406.7% | -264.3% | +95.3% |
| All | +393.0% | +7,133.0% | -6,740.0% | +198.2% |
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