+103.6%
EXE vs RGEN
-42.7%
+146.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -1.8% | -0.9% | -0.9% | -1.7% |
| 30D | +6.4% | +2.8% | +3.6% | +6.1% |
| 3M | +9.2% | +34.5% | -25.2% | +6.0% |
| 6M | -7.0% | +40.5% | -47.4% | -10.5% |
| YTD | -9.5% | +2.8% | -12.3% | -10.0% |
| 1Y | +6.2% | +39.6% | -33.4% | +2.0% |
| 3Y | +20.7% | +4.4% | +16.3% | +16.4% |
| 5Y | +103.6% | -42.8% | +146.4% | +89.4% |
| All | +103.6% | -42.7% | +146.4% | +89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling