+5,721.2%
ETN vs EW
+6,723.9%
-1,002.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.5% | +6.3% | +3.6% |
| 7D | +8.0% | -4.4% | +12.5% | +9.2% |
| 30D | -5.9% | -3.3% | -2.6% | -5.2% |
| 3M | +5.0% | +1.0% | +4.0% | +4.4% |
| 6M | +22.4% | +6.2% | +16.2% | +19.9% |
| YTD | +33.6% | +1.7% | +31.9% | +32.2% |
| 1Y | +22.1% | +8.1% | +14.0% | +18.7% |
| 3Y | +85.6% | +17.1% | +68.5% | +71.6% |
| 5Y | +179.2% | -29.4% | +208.6% | +188.1% |
| 10Y | +687.3% | +121.7% | +565.6% | +506.3% |
| All | +5,721.2% | +6,723.9% | -1,002.7% | +2,387.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling