+81.1%
ETN vs ALL
+151.8%
-70.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.6% |
| 7D | +6.2% | -2.2% | +8.5% | +6.1% |
| 30D | -6.7% | -5.6% | -1.1% | -7.0% |
| 3M | +3.6% | +17.2% | -13.6% | +3.3% |
| 6M | +18.3% | +23.2% | -4.9% | +17.5% |
| YTD | +31.5% | +23.6% | +7.9% | +30.3% |
| 1Y | +20.6% | +29.2% | -8.6% | +18.7% |
| All | +81.1% | +151.8% | -70.8% | +64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling