+20,176.5%
ETN vs ETR
+4,408.0%
+15,768.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.4% | -1.2% |
| 7D | +6.2% | +0.4% | +5.8% | +6.1% |
| 30D | -6.7% | +2.0% | -8.7% | -7.3% |
| 3M | +3.6% | -1.7% | +5.3% | +4.1% |
| 6M | +18.3% | +3.6% | +14.7% | +16.4% |
| YTD | +31.5% | +18.0% | +13.4% | +23.6% |
| 1Y | +20.6% | +26.2% | -5.7% | +10.8% |
| 3Y | +82.5% | +148.0% | -65.5% | +30.8% |
| 5Y | +177.8% | +126.1% | +51.7% | +103.3% |
| 10Y | +705.0% | +302.3% | +402.7% | +378.3% |
| All | +20,176.5% | +4,408.0% | +15,768.4% | +7,810.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling