+706.7%
ETN vs D
+36.8%
+669.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.0% | +4.3% |
| 7D | +3.5% | -2.2% | +5.8% | +4.2% |
| 30D | -7.5% | -4.5% | -3.1% | -6.2% |
| 3M | +8.3% | -2.5% | +10.8% | +8.9% |
| 6M | +20.2% | +5.5% | +14.6% | +17.3% |
| YTD | +34.7% | +13.3% | +21.4% | +28.5% |
| 1Y | +19.4% | +11.8% | +7.6% | +14.1% |
| 3Y | +85.5% | +56.7% | +28.8% | +52.2% |
| 5Y | +186.6% | +4.3% | +182.3% | +176.3% |
| All | +706.7% | +36.8% | +669.9% | +631.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling