+120.5%
ETN vs ECL
+38.6%
+81.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.4% |
| 7D | +3.6% | +2.9% | +0.8% | +2.3% |
| 30D | -13.4% | +7.5% | -20.9% | -16.6% |
| 3M | -21.9% | +12.2% | -34.1% | -26.5% |
| 6M | -12.8% | +24.6% | -37.3% | -22.7% |
| YTD | +12.1% | +18.8% | -6.7% | +1.8% |
| 1Y | +0.8% | +19.3% | -18.5% | -8.8% |
| 3Y | +64.5% | +78.2% | -13.7% | +18.4% |
| All | +120.5% | +38.6% | +81.9% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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