+19,963.1%
ETN vs D
+2,347.4%
+17,615.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | +2.0% | +1.5% | +0.5% | +1.4% |
| 30D | -7.9% | -2.6% | -5.3% | -7.0% |
| 3M | -1.6% | 0.0% | -1.6% | -1.9% |
| 6M | +16.9% | +7.4% | +9.5% | +12.6% |
| YTD | +30.1% | +15.9% | +14.2% | +21.6% |
| 1Y | +19.3% | +18.1% | +1.2% | +10.2% |
| 3Y | +82.5% | +58.4% | +24.1% | +44.2% |
| 5Y | +166.8% | +5.2% | +161.6% | +147.8% |
| 10Y | +649.7% | +35.9% | +613.9% | +500.4% |
| All | +19,963.1% | +2,347.4% | +17,615.7% | +6,583.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling