+561.5%
ETN vs LIN
+430.8%
+130.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.2% | +4.5% |
| 7D | -1.8% | +0.1% | -2.0% | -2.2% |
| 30D | -16.4% | +7.6% | -23.9% | -20.8% |
| 3M | -19.9% | +6.5% | -26.5% | -23.8% |
| 6M | -10.3% | +6.2% | -16.5% | -15.3% |
| YTD | +13.8% | +23.2% | -9.5% | -4.1% |
| 1Y | -3.1% | +25.4% | -28.5% | -19.5% |
| 3Y | +70.1% | +38.3% | +31.8% | +29.4% |
| 5Y | +122.3% | +64.4% | +57.9% | +46.5% |
| 10Y | +561.5% | +417.3% | +144.1% | +100.1% |
| All | +561.5% | +430.8% | +130.6% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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