+4,316.7%
ETR vs RGEN
+1,576.0%
+2,740.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.5% |
| 7D | +1.4% | -4.9% | +6.4% | +1.5% |
| 30D | +1.0% | +5.7% | -4.7% | +0.9% |
| 3M | -1.3% | +32.4% | -33.7% | -1.8% |
| 6M | +1.9% | +33.2% | -31.3% | +1.2% |
| YTD | +18.2% | +2.3% | +15.9% | +17.9% |
| 1Y | +24.7% | +39.0% | -14.3% | +23.7% |
| 3Y | +150.7% | -4.6% | +155.3% | +149.4% |
| 5Y | +127.0% | -42.7% | +169.7% | +126.7% |
| 10Y | +295.5% | +433.6% | -138.1% | +281.5% |
| All | +4,316.7% | +1,576.0% | +2,740.7% | +4,002.8% |
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 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