+7.3%
EMB vs RGEN
-42.7%
+50.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +0.3% | -0.9% | +1.2% | +0.3% |
| 30D | -0.5% | +2.8% | -3.3% | -0.7% |
| 3M | +0.3% | +34.5% | -34.1% | -2.0% |
| 6M | +1.2% | +40.5% | -39.3% | -1.7% |
| YTD | +1.5% | +2.8% | -1.4% | +0.8% |
| 1Y | +4.8% | +39.6% | -34.8% | +1.5% |
| 3Y | +30.4% | +4.4% | +25.9% | +26.9% |
| 5Y | +7.3% | -42.8% | +50.0% | +3.9% |
| All | +7.3% | -42.7% | +50.0% | +3.9% |
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