+174.8%
EXE vs RGEN
-24.4%
+199.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.4% |
| 7D | -2.7% | -4.6% | +1.8% | -2.4% |
| 30D | -0.4% | +1.2% | -1.5% | -0.5% |
| 3M | +9.5% | +26.8% | -17.4% | +7.2% |
| 6M | -9.3% | +29.1% | -38.4% | -11.7% |
| YTD | -10.9% | +0.7% | -11.6% | -11.3% |
| 1Y | +4.3% | +39.1% | -34.8% | +0.6% |
| 3Y | +18.8% | +2.2% | +16.6% | +15.3% |
| 5Y | +101.4% | -44.0% | +145.4% | +91.3% |
| All | +174.8% | -24.4% | +199.2% | +167.8% |
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