+75.8%
ESI vs RGEN
-44.3%
+120.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.7% |
| 7D | +3.9% | -4.6% | +8.5% | +5.1% |
| 30D | -3.8% | +1.2% | -4.9% | -4.2% |
| 3M | -13.1% | +26.8% | -40.0% | -19.0% |
| 6M | +11.3% | +29.1% | -17.7% | +2.6% |
| YTD | +44.1% | +0.7% | +43.4% | +41.6% |
| 1Y | +40.3% | +39.1% | +1.3% | +26.6% |
| 3Y | +84.1% | +2.2% | +81.8% | +71.5% |
| 5Y | +75.8% | -44.0% | +119.8% | +57.7% |
| All | +75.8% | -44.3% | +120.1% | +57.7% |
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