+65.1%
ETN vs ACWI
+74.0%
-9.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.4% |
| 7D | -9.3% | -0.2% | -9.1% | -9.2% |
| 30D | -17.3% | -3.3% | -14.0% | -12.5% |
| 3M | -20.1% | -3.4% | -16.7% | -15.2% |
| 6M | -11.3% | +0.8% | -12.1% | -11.1% |
| YTD | +12.5% | +10.7% | +1.8% | -2.1% |
| 1Y | -5.6% | +11.6% | -17.2% | -18.7% |
| All | +65.1% | +74.0% | -9.0% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 3y: compounded portfolio wealth divided by compounded ACWI 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…
3y analysis · Full analysis span regression · 6 months rolling