+125.0%
ETN vs ACWI
+59.5%
+65.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.5% |
| 7D | -9.3% | -0.2% | -9.1% | -9.1% |
| 30D | -17.3% | -3.3% | -14.0% | -13.5% |
| 3M | -20.1% | -3.4% | -16.7% | -16.1% |
| 6M | -11.3% | +0.8% | -12.1% | -11.0% |
| YTD | +12.5% | +10.7% | +1.8% | +1.0% |
| 1Y | -5.6% | +11.6% | -17.2% | -15.9% |
| 3Y | +65.6% | +73.4% | -7.8% | -6.8% |
| All | +125.0% | +59.5% | +65.5% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling