-29.2%
ETHA vs RGEN
+17.7%
-46.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | 0.0% |
| 7D | +2.9% | -4.6% | +7.5% | +4.5% |
| 30D | +31.4% | +1.2% | +30.2% | +31.1% |
| 3M | +48.9% | +26.8% | +22.0% | +36.1% |
| 6M | +20.9% | +29.1% | -8.2% | +8.7% |
| YTD | -17.2% | +0.7% | -17.9% | -18.1% |
| 1Y | -42.8% | +39.1% | -81.8% | -49.8% |
| All | -29.2% | +17.7% | -46.9% | -34.3% |
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