+177.8%
ETN vs D
+5.1%
+172.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.4% |
| 7D | +6.2% | -0.4% | +6.7% | +6.3% |
| 30D | -6.7% | -2.1% | -4.6% | -6.4% |
| 3M | +3.6% | -0.7% | +4.4% | +3.6% |
| 6M | +18.3% | +5.6% | +12.7% | +17.1% |
| YTD | +31.5% | +14.6% | +16.9% | +28.6% |
| 1Y | +20.6% | +15.3% | +5.2% | +17.8% |
| 3Y | +82.5% | +59.1% | +23.4% | +64.0% |
| 5Y | +177.8% | +3.9% | +173.9% | +186.9% |
| All | +177.8% | +5.1% | +172.7% | +186.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling