+706.7%
ETN vs DTE
+137.8%
+568.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +4.6% |
| 7D | +3.5% | -2.6% | +6.1% | +4.8% |
| 30D | -7.5% | -4.4% | -3.1% | -5.6% |
| 3M | +8.3% | -8.3% | +16.7% | +12.4% |
| 6M | +20.2% | -8.1% | +28.3% | +24.3% |
| YTD | +34.7% | +4.4% | +30.2% | +30.6% |
| 1Y | +19.4% | +0.2% | +19.3% | +18.1% |
| 3Y | +85.5% | +42.6% | +42.9% | +48.1% |
| 5Y | +186.6% | +31.5% | +155.1% | +135.6% |
| All | +706.7% | +137.8% | +568.9% | +402.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling