+78.4%
ETN vs RGEN
+1.9%
+76.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.4% |
| 7D | +3.0% | -2.9% | +5.9% | +3.6% |
| 30D | -10.9% | -0.1% | -10.9% | -11.0% |
| 3M | +9.2% | +25.9% | -16.7% | +4.1% |
| 6M | +13.9% | +35.2% | -21.3% | +6.2% |
| YTD | +29.5% | +0.5% | +29.0% | +28.4% |
| 1Y | +14.2% | +37.0% | -22.8% | +5.5% |
| All | +78.4% | +1.9% | +76.6% | +72.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling