+17,189.5%
ETN vs ECL
+14,456.0%
+2,733.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.5% |
| 7D | +3.6% | +2.9% | +0.8% | +2.1% |
| 30D | -13.4% | +7.5% | -20.9% | -16.9% |
| 3M | -21.9% | +12.2% | -34.1% | -26.8% |
| 6M | -12.8% | +24.6% | -37.3% | -23.0% |
| YTD | +12.1% | +18.8% | -6.7% | +1.4% |
| 1Y | +0.8% | +19.3% | -18.5% | -9.1% |
| 3Y | +64.5% | +78.2% | -13.7% | +18.9% |
| 5Y | +121.7% | +38.8% | +82.9% | +79.1% |
| 10Y | +542.2% | +197.8% | +344.4% | +259.2% |
| All | +17,189.5% | +14,456.0% | +2,733.5% | +3,869.0% |
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