+1,144.5%
RSP vs ETN
+2,991.6%
-1,847.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +1.0% |
| 7D | +2.4% | +3.6% | -1.2% | +0.6% |
| 30D | +4.3% | -13.4% | +17.7% | +10.2% |
| 3M | -0.3% | -21.9% | +21.6% | +9.8% |
| 6M | +9.8% | -12.8% | +22.6% | +12.4% |
| YTD | +16.8% | +12.1% | +4.7% | +4.0% |
| 1Y | +19.5% | +0.8% | +18.7% | +11.8% |
| 3Y | +65.1% | +64.5% | +0.7% | +13.1% |
| 5Y | +48.7% | +121.7% | -73.0% | -15.3% |
| 10Y | +213.6% | +542.2% | -328.7% | -3.3% |
| All | +1,144.5% | +2,991.6% | -1,847.1% | +47.6% |
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