+177.8%
ETN vs CAPR
+76.3%
+101.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | -1.6% |
| 7D | +6.2% | -12.6% | +18.9% | +6.4% |
| 30D | -6.7% | +124.4% | -131.1% | -7.6% |
| 3M | +3.6% | -66.8% | +70.4% | +4.2% |
| 6M | +18.3% | -71.8% | +90.1% | +19.1% |
| YTD | +31.5% | -70.1% | +101.5% | +32.2% |
| 1Y | +20.6% | +33.3% | -12.8% | +16.7% |
| 3Y | +82.5% | +36.7% | +45.8% | +68.6% |
| 5Y | +177.8% | +72.5% | +105.3% | +153.6% |
| All | +177.8% | +76.3% | +101.5% | +153.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling