+19.4%
ETN vs EL
+12.6%
+6.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.9% |
| 7D | +3.5% | -6.5% | +10.0% | +4.3% |
| 30D | -7.5% | +11.1% | -18.7% | -8.5% |
| 3M | +8.3% | +10.7% | -2.4% | +7.2% |
| 6M | +20.2% | +6.9% | +13.3% | +18.7% |
| YTD | +34.7% | -6.3% | +41.0% | +35.2% |
| 1Y | +19.4% | +13.5% | +6.0% | +18.6% |
| All | +19.4% | +12.6% | +6.8% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling