+64.5%
ETN vs COMP
+423.6%
-359.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.9% |
| 7D | +3.6% | 0.0% | +3.6% | +3.6% |
| 30D | -13.4% | +16.6% | -30.0% | -14.8% |
| 3M | -21.9% | -23.5% | +1.6% | -20.1% |
| 6M | -12.8% | +25.7% | -38.5% | -15.2% |
| YTD | +12.1% | -3.4% | +15.5% | +10.0% |
| 1Y | +0.8% | +7.6% | -6.8% | -2.0% |
| 3Y | +64.5% | +423.6% | -359.1% | +37.1% |
| All | +64.5% | +423.6% | -359.1% | +37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling