+513.6%
EWT vs RGEN
+415.7%
+97.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | -1.1% | -1.4% | +0.3% | -0.9% |
| 30D | +4.5% | -0.3% | +4.8% | +4.4% |
| 3M | +8.3% | +23.9% | -15.6% | +3.9% |
| 6M | +54.2% | +38.5% | +15.7% | +44.7% |
| YTD | +74.6% | +0.8% | +73.8% | +72.3% |
| 1Y | +84.9% | +38.2% | +46.7% | +72.6% |
| 3Y | +197.5% | +1.3% | +196.2% | +182.7% |
| 5Y | +150.6% | -44.0% | +194.6% | +151.2% |
| All | +513.6% | +415.7% | +97.9% | +356.1% |
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