+38.1%
ESI vs RGEN
-37.9%
+76.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -1.2% |
| 7D | +8.3% | -1.2% | +9.5% | +8.7% |
| 30D | -10.4% | -5.1% | -5.4% | -9.3% |
| 3M | -13.2% | +0.5% | -13.7% | -13.8% |
| 6M | -23.9% | +46.6% | -70.5% | -32.4% |
| YTD | +34.2% | +1.6% | +32.6% | +30.9% |
| 1Y | +22.2% | +5.4% | +16.8% | +18.1% |
| 3Y | +79.2% | +12.8% | +66.4% | +62.2% |
| 5Y | +38.1% | -35.6% | +73.7% | +25.1% |
| All | +38.1% | -37.9% | +76.0% | +25.1% |
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