-5.5%
ETN vs RUN
-53.7%
+48.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +1.3% | -11.1% | -10.1% |
| 7D | -10.1% | +18.5% | -28.6% | -12.5% |
| 30D | -18.4% | +15.5% | -33.9% | -20.3% |
| 3M | -20.4% | -20.3% | -0.1% | -18.0% |
| 6M | -16.0% | -30.8% | +14.8% | -12.2% |
| YTD | +11.8% | -52.2% | +64.0% | +16.9% |
| 1Y | -5.5% | -53.9% | +48.4% | -1.4% |
| All | -5.5% | -53.7% | +48.3% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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