+706.7%
ETN vs ALL
+365.1%
+341.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.6% |
| 7D | +3.5% | -2.3% | +5.8% | +4.5% |
| 30D | -7.5% | -0.4% | -7.1% | -7.5% |
| 3M | +8.3% | +16.0% | -7.7% | 0.0% |
| 6M | +20.2% | +24.6% | -4.4% | +6.5% |
| YTD | +34.7% | +23.7% | +11.0% | +19.0% |
| 1Y | +19.4% | +27.7% | -8.3% | +3.3% |
| 3Y | +85.5% | +150.2% | -64.7% | +5.3% |
| 5Y | +186.6% | +117.1% | +69.5% | +69.3% |
| All | +706.7% | +365.1% | +341.6% | +185.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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