+190.4%
ETN vs DLTR
+30.4%
+160.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.0% |
| 7D | +3.5% | -10.1% | +13.6% | +4.6% |
| 30D | -7.5% | -8.1% | +0.6% | -6.8% |
| 3M | +8.3% | +2.9% | +5.5% | +7.5% |
| 6M | +20.2% | +4.3% | +15.8% | +18.6% |
| YTD | +34.7% | -3.9% | +38.6% | +34.3% |
| 1Y | +19.4% | +18.9% | +0.6% | +15.8% |
| 3Y | +85.5% | +1.9% | +83.6% | +81.3% |
| All | +190.4% | +30.4% | +160.0% | +182.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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