+84.9%
EWT vs RGEN
+38.7%
+46.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | -1.1% | -1.4% | +0.3% | -1.0% |
| 30D | +4.5% | -0.3% | +4.8% | +4.3% |
| 3M | +8.3% | +23.9% | -15.6% | +4.4% |
| 6M | +54.2% | +38.5% | +15.7% | +43.9% |
| YTD | +74.6% | +0.8% | +73.8% | +72.5% |
| 1Y | +84.9% | +38.2% | +46.7% | +73.7% |
| All | +84.9% | +38.7% | +46.2% | +73.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling