+404.4%
RGEN vs EFV
+169.9%
+234.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.6% |
| 7D | -1.4% | -0.8% | -0.6% | -0.8% |
| 30D | -0.3% | +0.6% | -0.9% | -0.8% |
| 3M | +23.9% | +7.5% | +16.4% | +16.5% |
| 6M | +38.5% | +13.0% | +25.5% | +25.0% |
| YTD | +0.8% | +18.3% | -17.5% | -12.6% |
| 1Y | +38.2% | +26.7% | +11.5% | +13.5% |
| 3Y | +1.3% | +89.6% | -88.3% | -38.9% |
| 5Y | -44.0% | +98.2% | -142.2% | -67.5% |
| All | +404.4% | +169.9% | +234.5% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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