+190.4%
ETN vs ALL
+115.3%
+75.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.9% |
| 7D | +3.5% | -2.3% | +5.8% | +3.8% |
| 30D | -7.5% | -0.4% | -7.1% | -7.5% |
| 3M | +8.3% | +16.0% | -7.7% | +4.9% |
| 6M | +20.2% | +24.6% | -4.4% | +14.3% |
| YTD | +34.7% | +23.7% | +11.0% | +27.9% |
| 1Y | +19.4% | +27.7% | -8.3% | +12.3% |
| 3Y | +85.5% | +150.2% | -64.7% | +38.8% |
| All | +190.4% | +115.3% | +75.2% | +129.2% |
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