-13.0%
EFX vs RGEN
+2.1%
-15.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.5% |
| 7D | -9.4% | -4.6% | -4.8% | -8.3% |
| 30D | -6.9% | +1.2% | -8.0% | -7.3% |
| 3M | +0.1% | +26.8% | -26.7% | -6.4% |
| 6M | -17.3% | +29.1% | -46.4% | -23.5% |
| YTD | -21.8% | +0.7% | -22.6% | -23.1% |
| 1Y | -32.5% | +39.1% | -71.6% | -39.5% |
| All | -13.0% | +2.1% | -15.1% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling