+1,484.4%
ETN vs BR
+1,282.8%
+201.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | +3.0% | -6.0% | +9.0% | +6.1% |
| 30D | -10.9% | -0.9% | -10.1% | -10.9% |
| 3M | +9.2% | +16.4% | -7.1% | -1.0% |
| 6M | +13.9% | -8.2% | +22.1% | +15.7% |
| YTD | +29.5% | -23.2% | +52.7% | +43.4% |
| 1Y | +14.2% | -30.9% | +45.1% | +33.6% |
| 3Y | +79.9% | -5.0% | +84.9% | +71.9% |
| 5Y | +175.7% | +8.8% | +166.9% | +138.9% |
| 10Y | +693.2% | +190.1% | +503.2% | +281.6% |
| All | +1,484.4% | +1,282.8% | +201.5% | +223.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling