+76.0%
EXE vs RGEN
-35.9%
+111.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.8% | +5.1% | +2.5% |
| 7D | -2.2% | -2.4% | +0.2% | -2.0% |
| 30D | -0.3% | +0.1% | -0.4% | -0.4% |
| 3M | -9.3% | +6.6% | -15.9% | -10.1% |
| 6M | -7.2% | +40.9% | -48.2% | -10.7% |
| YTD | -18.9% | +6.2% | -25.1% | -19.9% |
| 1Y | -21.7% | +19.4% | -41.1% | -23.6% |
| 3Y | +21.0% | +17.9% | +3.1% | +14.8% |
| 5Y | +76.0% | -34.0% | +110.0% | +69.1% |
| All | +76.0% | -35.9% | +111.8% | +69.1% |
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