+65.1%
ETN vs D
+75.2%
-10.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -9.3% | +2.4% | -11.7% | -9.0% |
| 30D | -17.3% | +10.9% | -28.2% | -16.7% |
| 3M | -20.1% | +2.8% | -23.0% | -19.7% |
| 6M | -11.3% | +12.7% | -24.0% | -10.9% |
| YTD | +12.5% | +20.3% | -7.8% | +13.1% |
| 1Y | -5.6% | +17.1% | -22.7% | -5.1% |
| All | +65.1% | +75.2% | -10.1% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling