+2,024.7%
ETN vs EFV
+252.1%
+1,772.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.2% |
| 7D | +3.0% | -2.0% | +5.0% | +4.9% |
| 30D | -10.9% | -0.2% | -10.7% | -10.8% |
| 3M | +9.2% | +9.1% | +0.1% | +0.9% |
| 6M | +13.9% | +11.7% | +2.2% | +3.1% |
| YTD | +29.5% | +17.0% | +12.5% | +12.5% |
| 1Y | +14.2% | +26.7% | -12.5% | -7.7% |
| 3Y | +79.9% | +90.2% | -10.3% | -0.2% |
| 5Y | +175.7% | +96.1% | +79.6% | +47.8% |
| 10Y | +693.2% | +164.5% | +528.7% | +230.8% |
| All | +2,024.7% | +252.1% | +1,772.6% | +614.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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