+67.3%
ETN vs BURL
+94.4%
-27.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | +10.1% | +0.4% | +9.7% | +10.0% |
| 30D | -15.9% | -4.3% | -11.6% | -15.2% |
| 3M | -21.7% | -28.8% | +7.1% | -15.2% |
| 6M | -10.1% | -12.8% | +2.7% | -8.5% |
| YTD | +14.0% | -12.8% | +26.8% | +15.8% |
| 1Y | -1.7% | -12.3% | +10.6% | -0.8% |
| All | +67.3% | +94.4% | -27.1% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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