+190.4%
ETN vs RSG
+89.9%
+100.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.8% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | -7.5% | +4.0% | -11.5% | -8.4% |
| 3M | +8.3% | +7.4% | +1.0% | +5.6% |
| 6M | +20.2% | +0.1% | +20.1% | +19.8% |
| YTD | +34.7% | +6.0% | +28.6% | +30.7% |
| 1Y | +19.4% | -3.0% | +22.4% | +20.4% |
| 3Y | +85.5% | +56.5% | +29.0% | +40.5% |
| All | +190.4% | +89.9% | +100.6% | +91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling