-44.1%
RGEN vs EFV
+94.7%
-138.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.1% |
| 7D | -4.6% | -0.5% | -4.1% | -4.1% |
| 30D | +1.2% | 0.0% | +1.1% | +1.1% |
| 3M | +26.8% | +8.4% | +18.4% | +15.6% |
| 6M | +29.1% | +12.3% | +16.7% | +12.8% |
| YTD | +0.7% | +17.4% | -16.7% | -16.6% |
| 1Y | +39.1% | +27.1% | +11.9% | +5.3% |
| 3Y | +2.2% | +90.7% | -88.5% | -50.2% |
| All | -44.1% | +94.7% | -138.7% | -75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling