-5.5%
ETN vs RGEN
+19.5%
-25.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | 0.0% | -9.8% | -9.9% |
| 7D | -10.1% | -3.5% | -6.6% | -9.8% |
| 30D | -18.4% | -6.0% | -12.4% | -18.1% |
| 3M | -20.4% | +19.0% | -39.4% | -21.6% |
| 6M | -16.0% | +50.7% | -66.7% | -19.0% |
| YTD | +11.8% | +8.8% | +3.0% | +15.1% |
| 1Y | -5.5% | +21.3% | -26.8% | -6.4% |
| All | -5.5% | +19.5% | -25.0% | -6.4% |
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