+514.1%
ETN vs DBX
+20.9%
+493.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.7% |
| 7D | +3.0% | -1.8% | +4.9% | +3.3% |
| 30D | -10.9% | +2.8% | -13.8% | -11.6% |
| 3M | +9.2% | +26.8% | -17.5% | +3.1% |
| 6M | +13.9% | +32.8% | -18.9% | +5.2% |
| YTD | +29.5% | +26.1% | +3.5% | +20.8% |
| 1Y | +14.2% | +14.1% | +0.1% | +8.8% |
| 3Y | +79.9% | +25.7% | +54.2% | +63.7% |
| 5Y | +175.7% | +11.2% | +164.5% | +151.8% |
| All | +514.1% | +20.9% | +493.2% | +378.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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