+291.6%
ETR vs RGEN
+414.1%
-122.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -1.9% | -2.9% | +1.0% | -1.7% |
| 30D | -0.2% | -0.1% | -0.1% | -0.2% |
| 3M | -3.7% | +25.9% | -29.7% | -5.7% |
| 6M | +2.1% | +35.2% | -33.1% | -0.9% |
| YTD | +16.5% | +0.5% | +16.0% | +15.8% |
| 1Y | +22.5% | +37.0% | -14.4% | +18.5% |
| 3Y | +144.7% | +2.0% | +142.6% | +137.5% |
| 5Y | +125.2% | -44.2% | +169.4% | +126.7% |
| All | +291.6% | +414.1% | -122.6% | +242.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling