+148.7%
EWY vs RGEN
-44.2%
+192.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.2% |
| 7D | -0.1% | -1.4% | +1.4% | +0.2% |
| 30D | +7.3% | -0.3% | +7.6% | +7.4% |
| 3M | -5.1% | +23.9% | -29.0% | -9.5% |
| 6M | +42.1% | +38.5% | +3.5% | +32.3% |
| YTD | +94.1% | +0.8% | +93.3% | +91.3% |
| 1Y | +147.8% | +38.2% | +109.6% | +129.9% |
| 3Y | +222.9% | +1.3% | +221.6% | +206.0% |
| All | +148.7% | -44.2% | +192.9% | +135.3% |
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