+6,459.5%
EFX vs RGEN
+1,576.0%
+4,883.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.2% | -5.2% | -6.3% |
| 7D | -8.6% | -4.9% | -3.7% | -8.5% |
| 30D | +0.1% | +5.7% | -5.6% | -0.1% |
| 3M | +3.8% | +32.4% | -28.6% | +2.6% |
| 6M | -13.5% | +33.2% | -46.7% | -14.6% |
| YTD | -17.7% | +2.3% | -19.9% | -17.9% |
| 1Y | -25.6% | +39.0% | -64.6% | -26.7% |
| 3Y | -12.1% | -4.6% | -7.5% | -12.7% |
| 5Y | -33.8% | -42.7% | +8.9% | -33.6% |
| 10Y | +45.1% | +433.6% | -388.4% | +37.2% |
| All | +6,459.5% | +1,576.0% | +4,883.5% | +5,506.0% |
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