+706.7%
ETN vs DE
+863.9%
-157.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | +3.5% | -2.6% | +6.1% | +4.9% |
| 30D | -7.5% | +9.0% | -16.6% | -12.3% |
| 3M | +8.3% | +19.1% | -10.8% | -2.2% |
| 6M | +20.2% | +14.4% | +5.8% | +10.8% |
| YTD | +34.7% | +45.9% | -11.3% | +7.6% |
| 1Y | +19.4% | +43.6% | -24.2% | -4.2% |
| 3Y | +85.5% | +75.9% | +9.6% | +28.6% |
| 5Y | +186.6% | +98.8% | +87.8% | +74.9% |
| All | +706.7% | +863.9% | -157.2% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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