+85.5%
ETN vs BR
-5.3%
+90.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.0% |
| 7D | +3.5% | -3.0% | +6.5% | +3.5% |
| 30D | -7.5% | -0.3% | -7.2% | -7.6% |
| 3M | +8.3% | +17.3% | -9.0% | +7.9% |
| 6M | +20.2% | -6.7% | +26.9% | +23.9% |
| YTD | +34.7% | -23.4% | +58.1% | +46.7% |
| 1Y | +19.4% | -32.7% | +52.1% | +36.6% |
| 3Y | +85.5% | -5.9% | +91.4% | +78.2% |
| All | +85.5% | -5.3% | +90.8% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 3y: compounded portfolio wealth divided by compounded BR 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…
3y analysis · Full analysis span regression · 6 months rolling