-10.1%
ETN vs AR
+4.7%
-14.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.3% |
| 7D | +10.1% | +6.4% | +3.7% | +11.0% |
| 30D | -15.9% | +3.1% | -19.0% | -14.9% |
| 3M | -21.7% | +3.3% | -25.0% | -20.7% |
| 6M | -10.1% | +6.6% | -16.6% | -7.9% |
| All | -10.1% | +4.7% | -14.8% | -7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling