+224.9%
ETN vs COMP
-49.7%
+274.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.6% |
| 7D | +6.2% | +0.8% | +5.4% | +6.1% |
| 30D | -6.7% | -13.9% | +7.2% | -5.6% |
| 3M | +3.6% | +30.7% | -27.1% | +1.1% |
| 6M | +18.3% | +18.7% | -0.3% | +15.6% |
| YTD | +31.5% | +1.0% | +30.4% | +29.6% |
| 1Y | +20.6% | +15.1% | +5.5% | +17.2% |
| 3Y | +82.5% | +219.8% | -137.2% | +58.8% |
| 5Y | +177.8% | -28.7% | +206.4% | +156.2% |
| All | +224.9% | -49.7% | +274.6% | +199.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling