+555.7%
ETN vs B
+218.7%
+337.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -0.1% |
| 7D | +10.1% | -6.2% | +16.3% | +10.9% |
| 30D | -15.9% | -6.6% | -9.3% | -15.4% |
| 3M | -21.7% | -7.9% | -13.8% | -21.2% |
| 6M | -10.1% | -16.8% | +6.7% | -8.8% |
| YTD | +14.0% | -11.7% | +25.7% | +14.9% |
| 1Y | -1.7% | +3.5% | -5.2% | -2.1% |
| 3Y | +67.9% | +165.7% | -97.8% | +56.2% |
| 5Y | +125.5% | +108.4% | +17.1% | +110.4% |
| All | +555.7% | +218.7% | +337.0% | +517.9% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 10y: compounded portfolio wealth divided by compounded B 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…
10y analysis · Full analysis span regression · 6 months rolling