+19,963.1%
ETN vs B
+803.7%
+19,159.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +3.7% |
| 7D | +2.0% | -1.6% | +3.6% | +2.1% |
| 30D | -7.9% | +9.4% | -17.4% | -8.8% |
| 3M | -1.6% | +5.0% | -6.6% | -2.2% |
| 6M | +16.9% | -3.5% | +20.4% | +16.9% |
| YTD | +30.1% | +4.5% | +25.6% | +29.1% |
| 1Y | +19.3% | +67.8% | -48.5% | +13.5% |
| 3Y | +82.5% | +196.7% | -114.2% | +64.2% |
| 5Y | +166.8% | +151.9% | +14.9% | +141.0% |
| 10Y | +649.7% | +202.2% | +447.6% | +548.9% |
| All | +19,963.1% | +803.7% | +19,159.3% | +17,105.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling