+14.2%
ETN vs CAPR
+26.9%
-12.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.5% | -1.4% |
| 7D | +3.0% | -10.6% | +13.6% | +3.1% |
| 30D | -10.9% | +111.2% | -122.1% | -11.2% |
| 3M | +9.2% | -67.2% | +76.5% | +9.6% |
| 6M | +13.9% | -75.1% | +89.1% | +14.4% |
| YTD | +29.5% | -71.2% | +100.8% | +30.0% |
| 1Y | +14.2% | +31.1% | -16.9% | +14.5% |
| All | +14.2% | +26.9% | -12.7% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling