+96.8%
ET vs RGEN
-0.1%
+96.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | 0.0% |
| 7D | +0.4% | -0.9% | +1.3% | +0.5% |
| 30D | +6.9% | +2.8% | +4.0% | +6.6% |
| 3M | +13.1% | +34.5% | -21.4% | +10.1% |
| 6M | +18.7% | +40.5% | -21.7% | +14.8% |
| YTD | +37.4% | +2.8% | +34.6% | +36.9% |
| 1Y | +34.8% | +39.6% | -4.8% | +29.3% |
| 3Y | +96.8% | +4.4% | +92.4% | +93.5% |
| All | +96.8% | -0.1% | +96.9% | +93.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling