-30.7%
EFX vs RGEN
-35.5%
+4.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | +0.5% |
| 7D | -0.8% | -3.3% | +2.5% | 0.0% |
| 30D | +25.1% | -5.8% | +31.0% | +26.6% |
| 3M | +1.7% | +0.2% | +1.5% | +0.5% |
| 6M | +18.4% | +56.8% | -38.4% | +2.9% |
| YTD | -12.5% | +2.4% | -14.9% | -15.2% |
| 1Y | -8.1% | +11.4% | -19.5% | -13.1% |
| 3Y | +4.8% | +15.2% | -10.4% | -6.8% |
| All | -30.7% | -35.5% | +4.8% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling