+20,513.9%
ETN vs ECL
+12,954.8%
+7,559.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.2% | +3.0% |
| 7D | +8.0% | -0.8% | +8.8% | +8.5% |
| 30D | -5.9% | -2.5% | -3.4% | -4.8% |
| 3M | +5.0% | +8.3% | -3.4% | +0.1% |
| 6M | +22.4% | -1.1% | +23.5% | +22.2% |
| YTD | +33.6% | +6.5% | +27.1% | +28.4% |
| 1Y | +22.1% | +2.1% | +20.1% | +19.4% |
| 3Y | +85.6% | +57.6% | +28.0% | +43.5% |
| 5Y | +179.2% | +28.1% | +151.2% | +135.8% |
| 10Y | +687.3% | +153.2% | +534.1% | +379.8% |
| All | +20,513.9% | +12,954.8% | +7,559.1% | +4,925.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling