+85.5%
ETN vs ETR
+143.8%
-58.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.3% | +4.1% |
| 7D | +3.5% | -1.8% | +5.3% | +4.1% |
| 30D | -7.5% | -1.8% | -5.8% | -7.0% |
| 3M | +8.3% | -3.6% | +11.9% | +9.4% |
| 6M | +20.2% | +2.6% | +17.6% | +18.8% |
| YTD | +34.7% | +16.0% | +18.6% | +28.3% |
| 1Y | +19.4% | +20.1% | -0.7% | +13.0% |
| 3Y | +85.5% | +143.6% | -58.1% | +54.8% |
| All | +85.5% | +143.8% | -58.3% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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