-5.5%
ETN vs A
+24.4%
-29.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +1.0% | -10.8% | -10.0% |
| 7D | -10.1% | -2.4% | -7.8% | -9.8% |
| 30D | -18.4% | +3.6% | -22.0% | -18.7% |
| 3M | -20.4% | +27.5% | -47.9% | -22.7% |
| 6M | -16.0% | +58.5% | -74.5% | -20.5% |
| YTD | +11.8% | +31.2% | -19.4% | +9.9% |
| 1Y | -5.5% | +22.2% | -27.7% | -4.3% |
| All | -5.5% | +24.4% | -29.9% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling