+85.5%
ETN vs EL
-34.0%
+119.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.9% |
| 7D | +3.5% | -6.5% | +10.0% | +4.6% |
| 30D | -7.5% | +11.1% | -18.7% | -9.2% |
| 3M | +8.3% | +10.7% | -2.4% | +6.3% |
| 6M | +20.2% | +6.9% | +13.3% | +17.9% |
| YTD | +34.7% | -6.3% | +41.0% | +34.5% |
| 1Y | +19.4% | +13.5% | +6.0% | +15.0% |
| 3Y | +85.5% | -33.1% | +118.6% | +85.6% |
| All | +85.5% | -34.0% | +119.5% | +85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling