+706.7%
ETN vs DGX
+255.3%
+451.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.4% |
| 7D | +3.5% | -0.9% | +4.4% | +3.9% |
| 30D | -7.5% | -1.2% | -6.4% | -7.2% |
| 3M | +8.3% | +15.8% | -7.4% | +2.1% |
| 6M | +20.2% | +18.2% | +2.0% | +12.1% |
| YTD | +34.7% | +37.2% | -2.5% | +18.1% |
| 1Y | +19.4% | +30.4% | -10.9% | +6.5% |
| 3Y | +85.5% | +96.7% | -11.2% | +34.5% |
| 5Y | +186.6% | +67.2% | +119.4% | +120.5% |
| All | +706.7% | +255.3% | +451.3% | +325.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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