+1,680.2%
ETN vs CAPR
-99.1%
+1,779.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.6% | +6.4% | +2.8% |
| 7D | +8.0% | -9.5% | +17.5% | +8.2% |
| 30D | -5.9% | +121.5% | -127.4% | -7.1% |
| 3M | +5.0% | -65.4% | +70.3% | +5.5% |
| 6M | +22.4% | -67.5% | +89.9% | +23.0% |
| YTD | +33.6% | -68.6% | +102.2% | +34.3% |
| 1Y | +22.1% | +42.7% | -20.5% | +17.1% |
| 3Y | +85.6% | +43.4% | +42.2% | +74.9% |
| 5Y | +179.2% | +86.0% | +93.2% | +160.4% |
| 10Y | +687.3% | -77.4% | +764.7% | +606.1% |
| All | +1,680.2% | -99.1% | +1,779.3% | +1,441.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling