+158.0%
EXPE vs RGEN
+402.3%
-244.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.2% |
| 7D | -11.5% | -4.6% | -6.9% | -10.6% |
| 30D | -13.1% | +1.2% | -14.2% | -13.4% |
| 3M | +18.1% | +26.8% | -8.7% | +11.4% |
| 6M | +13.3% | +29.1% | -15.8% | +6.0% |
| YTD | -3.2% | +0.7% | -4.0% | -4.5% |
| 1Y | +26.1% | +39.1% | -12.9% | +15.1% |
| 3Y | +151.7% | +2.2% | +149.5% | +135.3% |
| 5Y | +88.3% | -44.0% | +132.3% | +87.7% |
| 10Y | +158.0% | +412.7% | -254.7% | +83.9% |
| All | +158.0% | +402.3% | -244.3% | +83.9% |
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