+2,361.3%
ETN vs ITOT
+887.7%
+1,473.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.1% | +3.0% |
| 7D | +3.5% | -0.9% | +4.4% | +4.7% |
| 30D | -7.5% | -1.5% | -6.1% | -5.8% |
| 3M | +8.3% | +3.6% | +4.8% | +4.4% |
| 6M | +20.2% | +13.7% | +6.5% | +4.1% |
| YTD | +34.7% | +12.9% | +21.7% | +17.7% |
| 1Y | +19.4% | +17.2% | +2.3% | +0.3% |
| 3Y | +85.5% | +75.6% | +9.9% | -0.9% |
| 5Y | +186.6% | +75.5% | +111.1% | +51.2% |
| 10Y | +724.7% | +302.0% | +422.7% | +63.6% |
| All | +2,361.3% | +887.7% | +1,473.6% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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