+19.4%
ETN vs EXC
+3.5%
+16.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +3.8% |
| 7D | +3.5% | -1.1% | +4.6% | +3.1% |
| 30D | -7.5% | -3.6% | -3.9% | -8.7% |
| 3M | +8.3% | -4.3% | +12.6% | +6.6% |
| 6M | +20.2% | -9.9% | +30.1% | +17.5% |
| YTD | +34.7% | +1.8% | +32.9% | +34.1% |
| 1Y | +19.4% | +2.9% | +16.6% | +23.1% |
| All | +19.4% | +3.5% | +16.0% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling