+5,187.1%
RGEN vs EFV
+258.8%
+4,928.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -4.9% | +1.5% | -6.4% | -5.8% |
| 30D | +5.7% | +1.7% | +3.9% | +4.5% |
| 3M | +32.4% | +8.6% | +23.8% | +25.6% |
| 6M | +33.2% | +11.7% | +21.5% | +24.2% |
| YTD | +2.3% | +19.3% | -17.0% | -8.6% |
| 1Y | +39.0% | +30.2% | +8.8% | +17.7% |
| 3Y | -4.6% | +91.6% | -96.2% | -35.6% |
| 5Y | -42.7% | +96.4% | -139.1% | -61.7% |
| 10Y | +433.6% | +166.5% | +267.1% | +195.9% |
| All | +5,187.1% | +258.8% | +4,928.2% | +2,546.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling