+120.5%
ETN vs ALL
+161.6%
-41.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.0% | -1.7% |
| 7D | +3.6% | +5.0% | -1.4% | +3.2% |
| 30D | -13.4% | +13.3% | -26.7% | -14.7% |
| 3M | -21.9% | +3.2% | -25.1% | -22.2% |
| 6M | -12.8% | +25.3% | -38.1% | -16.8% |
| YTD | +12.1% | +30.5% | -18.4% | +5.7% |
| 1Y | +0.8% | +29.2% | -28.4% | -4.7% |
| 3Y | +64.5% | +119.1% | -54.6% | +29.8% |
| All | +120.5% | +161.6% | -41.1% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling