+594.1%
EWT vs RGEN
+2,752.8%
-2,158.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.0% | +2.0% |
| 7D | +4.0% | -4.9% | +8.9% | +4.4% |
| 30D | +10.3% | +5.7% | +4.6% | +9.7% |
| 3M | +6.1% | +32.4% | -26.4% | +3.0% |
| 6M | +56.6% | +33.2% | +23.4% | +51.7% |
| YTD | +76.6% | +2.3% | +74.3% | +75.1% |
| 1Y | +97.9% | +39.0% | +58.9% | +90.5% |
| 3Y | +198.0% | -4.6% | +202.6% | +191.5% |
| 5Y | +151.8% | -42.7% | +194.4% | +152.0% |
| 10Y | +514.1% | +433.6% | +80.5% | +408.1% |
| All | +594.1% | +2,752.8% | -2,158.7% | +379.5% |
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