+11,227.4%
ETN vs ALL
+3,667.9%
+7,559.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.9% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | -7.9% | -1.5% | -6.4% | -7.7% |
| 3M | -1.6% | +23.6% | -25.2% | -10.2% |
| 6M | +16.9% | +22.3% | -5.5% | +6.8% |
| YTD | +30.1% | +26.5% | +3.6% | +16.9% |
| 1Y | +19.3% | +27.0% | -7.7% | +6.6% |
| 3Y | +82.5% | +149.6% | -67.1% | +23.0% |
| 5Y | +166.8% | +118.1% | +48.8% | +85.4% |
| 10Y | +649.7% | +369.0% | +280.7% | +295.2% |
| All | +11,227.4% | +3,667.9% | +7,559.5% | +3,298.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling