+177.8%
ETN vs AR
+148.2%
+29.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | +6.2% | -1.2% | +7.4% | +6.4% |
| 30D | -6.7% | +5.5% | -12.2% | -7.6% |
| 3M | +3.6% | +12.9% | -9.3% | +1.0% |
| 6M | +18.3% | +0.1% | +18.2% | +17.4% |
| YTD | +31.5% | +13.5% | +17.9% | +26.8% |
| 1Y | +20.6% | +21.6% | -1.0% | +14.3% |
| 3Y | +82.5% | +46.0% | +36.6% | +67.3% |
| 5Y | +177.8% | +143.7% | +34.0% | +134.0% |
| All | +177.8% | +148.2% | +29.6% | +134.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling