+20.7%
EXE vs RGEN
-0.1%
+20.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | -1.8% | -0.9% | -0.9% | -1.8% |
| 30D | +6.4% | +2.8% | +3.6% | +6.2% |
| 3M | +9.2% | +34.5% | -25.2% | +7.7% |
| 6M | -7.0% | +40.5% | -47.4% | -8.7% |
| YTD | -9.5% | +2.8% | -12.3% | -9.3% |
| 1Y | +6.2% | +39.6% | -33.4% | +4.3% |
| 3Y | +20.7% | +4.4% | +16.3% | +19.2% |
| All | +20.7% | -0.1% | +20.8% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling