+228.3%
ETN vs RGTI
+54.2%
+174.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.2% | +3.9% |
| 7D | +3.5% | +0.5% | +3.1% | +3.5% |
| 30D | -7.5% | -17.1% | +9.6% | -6.6% |
| 3M | +8.3% | -26.0% | +34.3% | +9.9% |
| 6M | +20.2% | -9.9% | +30.0% | +19.9% |
| YTD | +34.7% | -31.1% | +65.7% | +35.7% |
| 1Y | +19.4% | -8.5% | +28.0% | +17.7% |
| 3Y | +85.5% | +652.2% | -566.7% | +49.8% |
| 5Y | +186.6% | +56.8% | +129.8% | +135.2% |
| All | +228.3% | +54.2% | +174.1% | +171.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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