+11,570.3%
COST vs ETN
+19,968.1%
-8,397.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.4% |
| 7D | -2.5% | +3.0% | -5.5% | -3.4% |
| 30D | -4.4% | -10.9% | +6.5% | -1.3% |
| 3M | -8.1% | +9.2% | -17.3% | -11.8% |
| 6M | -9.2% | +13.9% | -23.2% | -15.0% |
| YTD | +5.1% | +29.5% | -24.4% | -5.9% |
| 1Y | -5.1% | +14.2% | -19.3% | -12.1% |
| 3Y | +70.4% | +79.9% | -9.5% | +31.2% |
| 5Y | +104.7% | +175.7% | -71.0% | +35.1% |
| 10Y | +608.8% | +693.2% | -84.4% | +209.7% |
| All | +11,570.3% | +19,968.1% | -8,397.8% | +1,187.9% |
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