+1,115.0%
RSP vs ETN
+3,586.0%
-2,471.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.8% | -2.4% |
| 7D | -0.4% | +8.0% | -8.4% | -4.1% |
| 30D | -1.5% | -5.9% | +4.4% | +1.1% |
| 3M | +4.8% | +5.0% | -0.2% | +0.3% |
| 6M | +10.3% | +22.4% | -12.1% | -3.4% |
| YTD | +14.1% | +33.6% | -19.6% | -4.9% |
| 1Y | +17.0% | +22.1% | -5.1% | +1.2% |
| 3Y | +54.2% | +85.6% | -31.4% | +1.3% |
| 5Y | +51.5% | +179.2% | -127.7% | -21.7% |
| 10Y | +204.4% | +687.3% | -482.9% | -13.7% |
| All | +1,115.0% | +3,586.0% | -2,471.0% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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