+706.7%
ETN vs EWT
+523.5%
+183.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.8% | +2.1% | +2.6% |
| 7D | +3.5% | -1.1% | +4.7% | +4.4% |
| 30D | -7.5% | +4.5% | -12.0% | -10.5% |
| 3M | +8.3% | +8.3% | +0.1% | +2.0% |
| 6M | +20.2% | +54.2% | -34.1% | -13.8% |
| YTD | +34.7% | +74.6% | -39.9% | -12.2% |
| 1Y | +19.4% | +84.9% | -65.4% | -25.4% |
| 3Y | +85.5% | +197.5% | -112.0% | -19.0% |
| 5Y | +186.6% | +150.6% | +36.0% | +40.9% |
| All | +706.7% | +523.5% | +183.1% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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