-5.5%
ETN vs ELV
+42.6%
-48.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +4.9% | -14.8% | -9.5% |
| 7D | -10.1% | +4.8% | -14.9% | -9.8% |
| 30D | -18.4% | +10.1% | -28.4% | -18.1% |
| 3M | -20.4% | +15.4% | -35.8% | -20.3% |
| 6M | -16.0% | +17.7% | -33.7% | -16.3% |
| YTD | +11.8% | +25.7% | -13.9% | +7.4% |
| 1Y | -5.5% | +39.9% | -45.3% | -9.0% |
| All | -5.5% | +42.6% | -48.1% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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