+175.7%
ETN vs EW
-29.2%
+204.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.1% | -1.6% |
| 7D | +3.0% | -3.4% | +6.4% | +3.8% |
| 30D | -10.9% | -7.4% | -3.6% | -9.4% |
| 3M | +9.2% | +0.9% | +8.3% | +8.7% |
| 6M | +13.9% | +1.2% | +12.8% | +13.1% |
| YTD | +29.5% | +1.8% | +27.7% | +28.3% |
| 1Y | +14.2% | +10.8% | +3.4% | +10.7% |
| 3Y | +79.9% | +17.1% | +62.7% | +66.0% |
| 5Y | +175.7% | -28.2% | +203.9% | +190.9% |
| All | +175.7% | -29.2% | +204.9% | +190.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling