+20,513.9%
ETN vs ED
+2,238.5%
+18,275.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.4% |
| 7D | +8.0% | +0.5% | +7.5% | +7.8% |
| 30D | -5.9% | +1.1% | -7.0% | -6.3% |
| 3M | +5.0% | +4.6% | +0.3% | +2.8% |
| 6M | +22.4% | -2.0% | +24.4% | +22.4% |
| YTD | +33.6% | +11.7% | +21.9% | +27.5% |
| 1Y | +22.1% | +15.7% | +6.4% | +14.6% |
| 3Y | +85.6% | +34.4% | +51.2% | +60.0% |
| 5Y | +179.2% | +67.3% | +111.9% | +118.6% |
| 10Y | +687.3% | +104.0% | +583.3% | +451.5% |
| All | +20,513.9% | +2,238.5% | +18,275.4% | +6,797.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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