+38.9%
EFX vs RGEN
+414.1%
-375.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -11.1% | -2.9% | -8.2% | -10.5% |
| 30D | -7.4% | -0.1% | -7.3% | -7.5% |
| 3M | +1.5% | +25.9% | -24.5% | -4.3% |
| 6M | -13.7% | +35.2% | -48.9% | -20.3% |
| YTD | -21.9% | +0.5% | -22.4% | -23.0% |
| 1Y | -30.8% | +37.0% | -67.8% | -36.9% |
| 3Y | -12.4% | +2.0% | -14.4% | -17.9% |
| 5Y | -35.9% | -44.2% | +8.2% | -35.4% |
| All | +38.9% | +414.1% | -375.3% | -0.3% |
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