+19,880.0%
ETN vs DE
+14,511.5%
+5,368.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +3.0% | -2.4% | +5.4% | +4.1% |
| 30D | -10.9% | +9.7% | -20.6% | -14.8% |
| 3M | +9.2% | +21.4% | -12.1% | -0.1% |
| 6M | +13.9% | +15.0% | -1.1% | +6.5% |
| YTD | +29.5% | +46.4% | -16.9% | +8.4% |
| 1Y | +14.2% | +45.6% | -31.4% | -4.6% |
| 3Y | +79.9% | +76.8% | +3.1% | +35.5% |
| 5Y | +175.7% | +99.4% | +76.3% | +91.3% |
| 10Y | +693.2% | +864.6% | -171.3% | +179.6% |
| All | +19,880.0% | +14,511.5% | +5,368.6% | +2,936.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling