+173.8%
ET vs RGEN
+415.7%
-241.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +0.2% | -1.4% | +1.7% | +0.4% |
| 30D | +2.9% | -0.3% | +3.2% | +2.8% |
| 3M | +16.8% | +23.9% | -7.1% | +13.5% |
| 6M | +18.9% | +38.5% | -19.7% | +13.5% |
| YTD | +37.7% | +0.8% | +36.9% | +36.5% |
| 1Y | +32.4% | +38.2% | -5.8% | +25.6% |
| 3Y | +99.5% | +1.3% | +98.2% | +91.3% |
| 5Y | +244.0% | -44.0% | +288.0% | +244.5% |
| All | +173.8% | +415.7% | -241.9% | +43.2% |
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