+706.7%
ETN vs EW
+120.5%
+586.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.8% | +6.7% | +4.9% |
| 7D | +3.5% | -6.2% | +9.7% | +5.6% |
| 30D | -7.5% | -9.3% | +1.8% | -4.7% |
| 3M | +8.3% | -1.6% | +9.9% | +8.3% |
| 6M | +20.2% | -0.8% | +21.0% | +19.5% |
| YTD | +34.7% | -1.0% | +35.7% | +33.8% |
| 1Y | +19.4% | +8.2% | +11.3% | +15.0% |
| 3Y | +85.5% | +12.7% | +72.8% | +67.7% |
| 5Y | +186.6% | -30.2% | +216.8% | +202.8% |
| All | +706.7% | +120.5% | +586.2% | +465.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling