+190.4%
ETN vs BG
+81.8%
+108.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +4.3% |
| 7D | +3.5% | +3.1% | +0.4% | +3.0% |
| 30D | -7.5% | +10.2% | -17.8% | -9.2% |
| 3M | +8.3% | -1.7% | +10.0% | +8.4% |
| 6M | +20.2% | +1.0% | +19.2% | +19.3% |
| YTD | +34.7% | +39.9% | -5.2% | +25.6% |
| 1Y | +19.4% | +53.2% | -33.8% | +9.0% |
| 3Y | +85.5% | +16.3% | +69.2% | +77.1% |
| All | +190.4% | +81.8% | +108.6% | +123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 5y: compounded portfolio wealth divided by compounded BG 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…
5y analysis · Full analysis span regression · 6 months rolling