+67.3%
ETN vs AR
+48.5%
+18.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | +10.1% | +6.4% | +3.7% | +8.7% |
| 30D | -15.9% | +3.1% | -19.0% | -16.5% |
| 3M | -21.7% | +3.3% | -25.0% | -22.5% |
| 6M | -10.1% | +6.6% | -16.6% | -12.1% |
| YTD | +14.0% | +12.3% | +1.7% | +8.3% |
| 1Y | -1.7% | +12.3% | -14.0% | -6.8% |
| All | +67.3% | +48.5% | +18.8% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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