+120.5%
ETN vs EXC
+41.3%
+79.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.0% | -1.7% |
| 7D | +3.6% | +1.4% | +2.2% | +3.6% |
| 30D | -13.4% | +8.6% | -22.0% | -13.8% |
| 3M | -21.9% | +2.4% | -24.3% | -22.0% |
| 6M | -12.8% | +6.5% | -19.2% | -13.4% |
| YTD | +12.1% | +9.0% | +3.0% | +10.7% |
| 1Y | +0.8% | +4.6% | -3.8% | +0.1% |
| 3Y | +64.5% | +33.5% | +31.0% | +53.3% |
| All | +120.5% | +41.3% | +79.3% | +89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling