+221.4%
ETN vs COMP
-47.7%
+269.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +2.9% | +3.4% |
| 7D | +2.0% | +1.4% | +0.6% | +1.9% |
| 30D | -7.9% | -13.3% | +5.4% | -6.9% |
| 3M | -1.6% | +41.1% | -42.7% | -4.6% |
| 6M | +16.9% | +17.2% | -0.3% | +14.3% |
| YTD | +30.1% | +5.2% | +24.9% | +27.8% |
| 1Y | +19.3% | +18.9% | +0.4% | +15.6% |
| 3Y | +82.5% | +215.9% | -133.4% | +58.9% |
| 5Y | +166.8% | -31.2% | +198.0% | +146.0% |
| All | +221.4% | -47.7% | +269.1% | +195.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling