+151.5%
EXC vs RGEN
+406.9%
-255.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.7% |
| 7D | +1.2% | -0.9% | +2.1% | +1.3% |
| 30D | -2.7% | +2.8% | -5.5% | -3.0% |
| 3M | -1.0% | +34.5% | -35.4% | -3.6% |
| 6M | -9.3% | +40.5% | -49.7% | -12.3% |
| YTD | +3.6% | +2.8% | +0.8% | +2.8% |
| 1Y | +5.9% | +39.6% | -33.7% | +1.9% |
| 3Y | +21.3% | +4.4% | +16.9% | +16.9% |
| 5Y | +46.2% | -42.8% | +88.9% | +47.4% |
| 10Y | +151.5% | +406.7% | -255.2% | +113.1% |
| All | +151.5% | +406.9% | -255.4% | +113.1% |
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 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