-5.5%
ETN vs EAT
+109.8%
-115.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +6.3% | -16.1% | -10.6% |
| 7D | -10.1% | -0.1% | -10.0% | -10.0% |
| 30D | -18.4% | +13.5% | -31.9% | -19.8% |
| 3M | -20.4% | +1.0% | -21.4% | -20.9% |
| 6M | -16.0% | +57.3% | -73.2% | -23.2% |
| YTD | +11.8% | +53.6% | -41.8% | +2.8% |
| 1Y | -5.5% | +110.8% | -116.3% | -17.0% |
| All | -5.5% | +109.8% | -115.3% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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