+147.8%
ETR vs RGEN
+2.1%
+145.7%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.2% |
| 7D | +0.4% | -4.6% | +5.0% | +0.6% |
| 30D | +2.0% | +1.2% | +0.9% | +2.0% |
| 3M | -1.7% | +26.8% | -28.5% | -2.7% |
| 6M | +3.6% | +29.1% | -25.5% | +2.3% |
| YTD | +18.0% | +0.7% | +17.3% | +18.0% |
| 1Y | +26.2% | +39.1% | -12.8% | +24.2% |
| All | +147.8% | +2.1% | +145.7% | +153.2% |
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 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