+291.5%
C vs ETN
+699.0%
-407.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.4% |
| 7D | +0.3% | +3.0% | -2.8% | -1.8% |
| 30D | +2.0% | -10.9% | +12.9% | +9.4% |
| 3M | +4.4% | +9.2% | -4.9% | -3.7% |
| 6M | +28.3% | +13.9% | +14.4% | +13.1% |
| YTD | +20.5% | +29.5% | -9.0% | -3.7% |
| 1Y | +45.5% | +14.2% | +31.3% | +25.5% |
| 3Y | +274.0% | +79.9% | +194.2% | +113.9% |
| 5Y | +136.1% | +175.7% | -39.5% | -8.9% |
| All | +291.5% | +699.0% | -407.5% | -28.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling