+619.3%
ETN vs AR
-28.5%
+647.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | +10.1% | +6.4% | +3.7% | +9.1% |
| 30D | -15.9% | +3.1% | -19.0% | -16.3% |
| 3M | -21.7% | +3.3% | -25.0% | -22.3% |
| 6M | -10.1% | +6.6% | -16.6% | -11.5% |
| YTD | +14.0% | +12.3% | +1.7% | +10.6% |
| 1Y | -1.7% | +12.3% | -14.0% | -4.7% |
| 3Y | +67.9% | +50.4% | +17.4% | +54.1% |
| 5Y | +125.5% | +101.0% | +24.6% | +91.7% |
| 10Y | +553.3% | +57.5% | +495.8% | +414.6% |
| All | +619.3% | -28.5% | +647.8% | +549.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling