+296.9%
ETR vs RGEN
+415.3%
-118.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.1% |
| 7D | +0.4% | -4.6% | +5.0% | +0.8% |
| 30D | +2.0% | +1.2% | +0.9% | +1.9% |
| 3M | -1.7% | +26.8% | -28.5% | -3.7% |
| 6M | +3.6% | +29.1% | -25.5% | +1.0% |
| YTD | +18.0% | +0.7% | +17.3% | +17.4% |
| 1Y | +26.2% | +39.1% | -12.8% | +21.9% |
| 3Y | +148.0% | +2.2% | +145.8% | +140.7% |
| 5Y | +126.1% | -44.0% | +170.0% | +127.5% |
| All | +296.9% | +415.3% | -118.4% | +246.8% |
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