+19.3%
ETN vs RSG
-3.6%
+22.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.5% | +2.7% |
| 7D | +2.0% | +0.3% | +1.7% | +2.2% |
| 30D | -7.9% | +7.6% | -15.5% | -2.8% |
| 3M | -1.6% | +7.4% | -9.0% | +4.1% |
| 6M | +16.9% | -3.3% | +20.1% | +19.1% |
| YTD | +30.1% | +6.0% | +24.1% | +38.0% |
| 1Y | +19.3% | -3.7% | +23.0% | +23.2% |
| All | +19.3% | -3.6% | +22.9% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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