+1,296.6%
ET vs GEN
+401.0%
+895.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +1.1% |
| 7D | -7.9% | +2.3% | -10.1% | -8.5% |
| 30D | -5.9% | +33.1% | -39.0% | -13.1% |
| 3M | -5.2% | +6.5% | -11.7% | -7.9% |
| 6M | +0.3% | +53.8% | -53.5% | -12.5% |
| YTD | +23.1% | +11.2% | +11.9% | +16.5% |
| 1Y | +22.7% | +19.4% | +3.4% | +13.7% |
| 3Y | +75.4% | +81.0% | -5.7% | +42.2% |
| 5Y | +202.6% | +33.4% | +169.2% | +159.8% |
| 10Y | +213.0% | +164.3% | +48.7% | +102.8% |
| All | +1,296.6% | +401.0% | +895.6% | +566.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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