+4,511.1%
ETR vs RGEN
+1,626.2%
+2,884.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.3% |
| 7D | +0.1% | -3.1% | +3.2% | +0.1% |
| 30D | +7.7% | +0.1% | +7.6% | +7.7% |
| 3M | +5.7% | +4.8% | +0.9% | +5.6% |
| 6M | -0.3% | +48.9% | -49.2% | -1.1% |
| YTD | +23.4% | +5.3% | +18.0% | +23.0% |
| 1Y | +18.5% | +12.5% | +6.0% | +18.0% |
| 3Y | +155.6% | +17.0% | +138.6% | +153.3% |
| 5Y | +158.7% | -35.4% | +194.0% | +157.8% |
| 10Y | +377.8% | +434.6% | -56.8% | +360.6% |
| All | +4,511.1% | +1,626.2% | +2,884.9% | +4,179.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling