+36.5%
EMB vs RGEN
+411.3%
-374.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.6% |
| 7D | -0.7% | -1.2% | +0.5% | -0.6% |
| 30D | +0.5% | -5.1% | +5.6% | +0.8% |
| 3M | -2.5% | +0.5% | -3.0% | -2.7% |
| 6M | -2.0% | +46.6% | -48.6% | -4.8% |
| YTD | -0.9% | +1.6% | -2.5% | -1.6% |
| 1Y | -0.3% | +5.4% | -5.7% | -1.3% |
| 3Y | +29.2% | +12.8% | +16.3% | +25.3% |
| 5Y | +7.4% | -35.6% | +43.0% | +5.9% |
| All | +36.5% | +411.3% | -374.8% | +22.8% |
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