+791.2%
ETN vs RUN
-32.6%
+823.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +2.9% | -1.1% |
| 7D | +6.2% | -1.8% | +8.0% | +6.4% |
| 30D | -6.7% | -10.8% | +4.2% | -5.6% |
| 3M | +3.6% | -30.2% | +33.8% | +7.3% |
| 6M | +18.3% | -22.3% | +40.6% | +20.7% |
| YTD | +31.5% | -52.2% | +83.6% | +39.0% |
| 1Y | +20.6% | -45.1% | +65.7% | +24.9% |
| 3Y | +82.5% | -37.1% | +119.6% | +64.5% |
| 5Y | +177.8% | -80.3% | +258.1% | +169.9% |
| 10Y | +705.0% | +45.2% | +659.8% | +462.4% |
| All | +791.2% | -32.6% | +823.9% | +530.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling