+1,458.7%
ET vs RGEN
+3,327.4%
-1,868.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | +0.9% | -4.9% | +5.8% | +1.5% |
| 30D | +7.5% | +5.7% | +1.8% | +6.6% |
| 3M | +11.4% | +32.4% | -21.0% | +7.0% |
| 6M | +18.5% | +33.2% | -14.7% | +13.2% |
| YTD | +37.4% | +2.3% | +35.1% | +35.5% |
| 1Y | +30.9% | +39.0% | -8.1% | +23.5% |
| 3Y | +98.7% | -4.6% | +103.4% | +91.2% |
| 5Y | +230.7% | -42.7% | +273.4% | +229.0% |
| 10Y | +175.6% | +433.6% | -258.0% | +88.2% |
| All | +1,458.7% | +3,327.4% | -1,868.7% | +649.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling