+153.4%
EXE vs RGEN
-23.1%
+176.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.8% |
| 7D | +5.3% | -3.3% | +8.6% | +5.6% |
| 30D | -2.2% | -5.8% | +3.6% | -1.9% |
| 3M | -5.9% | +0.2% | -6.1% | -6.2% |
| 6M | -5.7% | +56.8% | -62.5% | -9.6% |
| YTD | -17.8% | +2.4% | -20.2% | -18.5% |
| 1Y | -23.1% | +11.4% | -34.6% | -24.4% |
| 3Y | +21.2% | +15.2% | +6.0% | +16.1% |
| 5Y | +78.8% | -35.1% | +113.9% | +70.9% |
| All | +153.4% | -23.1% | +176.6% | +146.0% |
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