+20,513.9%
ETN vs RGEN
+1,585.3%
+18,928.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.2% | +2.7% |
| 7D | +8.0% | -0.9% | +8.9% | +8.1% |
| 30D | -5.9% | +2.8% | -8.7% | -6.1% |
| 3M | +5.0% | +34.5% | -29.5% | +3.3% |
| 6M | +22.4% | +40.5% | -18.0% | +20.0% |
| YTD | +33.6% | +2.8% | +30.8% | +33.0% |
| 1Y | +22.1% | +39.6% | -17.5% | +19.7% |
| 3Y | +85.6% | +4.4% | +81.2% | +83.0% |
| 5Y | +179.2% | -42.8% | +222.0% | +179.8% |
| 10Y | +687.3% | +406.7% | +280.6% | +619.5% |
| All | +20,513.9% | +1,585.3% | +18,928.6% | +15,777.8% |
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