+178.0%
ETN vs COMP
-53.0%
+231.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.4% | +6.3% | -0.5% |
| 7D | -9.3% | +7.2% | -16.5% | -9.9% |
| 30D | -17.3% | +6.4% | -23.7% | -17.9% |
| 3M | -20.1% | -19.4% | -0.7% | -19.0% |
| 6M | -11.3% | +14.6% | -25.9% | -12.9% |
| YTD | +12.5% | -5.5% | +18.0% | +11.2% |
| 1Y | -5.6% | +13.7% | -19.3% | -8.2% |
| 3Y | +65.6% | +409.7% | -344.1% | +39.1% |
| 5Y | +122.4% | -17.0% | +139.5% | +103.6% |
| All | +178.0% | -53.0% | +231.0% | +157.2% |
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