+1,332.0%
ET vs RGEN
+3,331.3%
-1,999.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | +2.5% | -3.3% | +5.8% | +2.9% |
| 30D | -2.5% | -5.8% | +3.4% | -1.9% |
| 3M | -4.9% | +0.2% | -5.0% | -5.3% |
| 6M | -0.1% | +56.8% | -56.9% | -6.5% |
| YTD | +26.2% | +2.4% | +23.8% | +24.0% |
| 1Y | +25.2% | +11.4% | +13.7% | +21.5% |
| 3Y | +84.2% | +15.2% | +69.0% | +73.0% |
| 5Y | +216.1% | -35.1% | +251.2% | +208.7% |
| 10Y | +160.7% | +419.6% | -259.0% | +78.0% |
| All | +1,332.0% | +3,331.3% | -1,999.2% | +586.0% |
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