+19,880.0%
ETN vs DTE
+3,444.9%
+16,435.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.9% |
| 7D | +3.0% | -2.0% | +5.0% | +4.0% |
| 30D | -10.9% | -2.4% | -8.5% | -9.9% |
| 3M | +9.2% | -7.3% | +16.5% | +12.6% |
| 6M | +13.9% | -7.6% | +21.6% | +17.5% |
| YTD | +29.5% | +5.8% | +23.7% | +25.3% |
| 1Y | +14.2% | +2.3% | +11.9% | +12.0% |
| 3Y | +79.9% | +45.0% | +34.9% | +46.5% |
| 5Y | +175.7% | +33.2% | +142.5% | +131.1% |
| 10Y | +693.2% | +141.4% | +551.8% | +391.2% |
| All | +19,880.0% | +3,444.9% | +16,435.2% | +4,874.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling