+190.4%
ETN vs DE
+97.2%
+93.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | +3.5% | -2.6% | +6.1% | +4.5% |
| 30D | -7.5% | +9.0% | -16.6% | -10.9% |
| 3M | +8.3% | +19.1% | -10.8% | +0.7% |
| 6M | +20.2% | +14.4% | +5.8% | +13.5% |
| YTD | +34.7% | +45.9% | -11.3% | +15.3% |
| 1Y | +19.4% | +43.6% | -24.2% | +2.5% |
| 3Y | +85.5% | +75.9% | +9.6% | +44.8% |
| All | +190.4% | +97.2% | +93.3% | +113.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling