+376.6%
EFA vs RGEN
+7,101.3%
-6,724.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | +2.2% | -3.3% | +5.5% | +2.6% |
| 30D | +1.4% | -5.8% | +7.2% | +1.9% |
| 3M | -4.2% | +0.2% | -4.3% | -4.4% |
| 6M | +1.9% | +56.8% | -54.9% | -3.1% |
| YTD | +10.2% | +2.4% | +7.8% | +9.0% |
| 1Y | +12.8% | +11.4% | +1.3% | +10.6% |
| 3Y | +65.2% | +15.2% | +50.0% | +58.3% |
| 5Y | +49.8% | -35.1% | +84.9% | +47.9% |
| 10Y | +145.2% | +419.6% | -274.5% | +96.9% |
| All | +376.6% | +7,101.3% | -6,724.7% | +187.8% |
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 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