-8.1%
EFX vs RGEN
+8.1%
-16.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | +0.6% |
| 7D | -0.8% | -3.3% | +2.5% | -0.3% |
| 30D | +25.1% | -5.8% | +31.0% | +26.0% |
| 3M | +1.7% | +0.2% | +1.5% | +0.3% |
| 6M | +18.4% | +56.8% | -38.4% | +4.2% |
| YTD | -12.5% | +2.4% | -14.9% | -16.0% |
| 1Y | -8.1% | +11.4% | -19.5% | -14.1% |
| All | -8.1% | +8.1% | -16.2% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling