+183.8%
EXC vs RGEN
+508.6%
-324.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.1% | -0.2% |
| 7D | -1.7% | +3.5% | -5.2% | -2.0% |
| 30D | +9.3% | +2.9% | +6.4% | +9.0% |
| 3M | +1.0% | +9.2% | -8.1% | 0.0% |
| 6M | +5.9% | +44.9% | -39.0% | +2.1% |
| YTD | +7.6% | +9.2% | -1.6% | +6.0% |
| 1Y | +2.4% | +25.3% | -22.9% | -0.4% |
| 3Y | +30.2% | +21.7% | +8.5% | +23.5% |
| 5Y | +41.4% | -34.5% | +75.9% | +40.4% |
| 10Y | +183.8% | +478.9% | -295.1% | +122.3% |
| All | +183.8% | +508.6% | -324.9% | +122.3% |
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 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