-5.5%
ETN vs D
+23.9%
-29.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +4.4% | -14.3% | -8.5% |
| 7D | -10.1% | +8.5% | -18.6% | -8.1% |
| 30D | -18.4% | +14.3% | -32.7% | -15.9% |
| 3M | -20.4% | +1.8% | -22.2% | -18.9% |
| 6M | -16.0% | +13.0% | -29.0% | -14.3% |
| YTD | +11.8% | +22.7% | -11.0% | +14.7% |
| 1Y | -5.5% | +22.6% | -28.1% | -2.9% |
| All | -5.5% | +23.9% | -29.4% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling