+372.7%
ETR vs RGEN
+415.2%
-42.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | +1.2% | -3.3% | +4.4% | +1.4% |
| 30D | +7.0% | -5.8% | +12.9% | +7.4% |
| 3M | +4.6% | +0.2% | +4.4% | +4.3% |
| 6M | +0.1% | +56.8% | -56.6% | -4.0% |
| YTD | +23.2% | +2.4% | +20.8% | +22.0% |
| 1Y | +20.6% | +11.4% | +9.1% | +18.5% |
| 3Y | +156.3% | +15.2% | +141.1% | +145.8% |
| 5Y | +159.6% | -35.1% | +194.7% | +157.2% |
| All | +372.7% | +415.2% | -42.4% | +289.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling