-5.5%
ETN vs DTE
+5.6%
-11.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +2.4% | -12.3% | -9.8% |
| 7D | -10.1% | +4.2% | -14.4% | -10.2% |
| 30D | -18.4% | +10.0% | -28.4% | -19.0% |
| 3M | -20.4% | -2.1% | -18.4% | -19.9% |
| 6M | -16.0% | -4.7% | -11.3% | -15.8% |
| YTD | +11.8% | +9.3% | +2.5% | +5.3% |
| 1Y | -5.5% | +6.6% | -12.1% | -10.2% |
| All | -5.5% | +5.6% | -11.0% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling