+706.7%
ETN vs B
+210.7%
+496.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.9% |
| 7D | +3.5% | -2.4% | +5.9% | +3.8% |
| 30D | -7.5% | +6.3% | -13.9% | -8.2% |
| 3M | +8.3% | +12.1% | -3.8% | +6.9% |
| 6M | +20.2% | -3.1% | +23.3% | +19.9% |
| YTD | +34.7% | +2.0% | +32.7% | +33.8% |
| 1Y | +19.4% | +51.7% | -32.2% | +15.3% |
| 3Y | +85.5% | +190.5% | -105.0% | +71.0% |
| 5Y | +186.6% | +158.0% | +28.6% | +163.3% |
| All | +706.7% | +210.7% | +496.0% | +637.7% |
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