+658.7%
ETN vs LIN
+362.4%
+296.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.4% | +4.1% |
| 7D | +2.0% | -2.1% | +4.1% | +3.5% |
| 30D | -7.9% | -2.4% | -5.5% | -6.5% |
| 3M | -1.6% | -5.6% | +4.0% | +1.2% |
| 6M | +16.9% | -3.4% | +20.3% | +17.7% |
| YTD | +30.1% | +13.1% | +17.0% | +16.8% |
| 1Y | +19.3% | +2.5% | +16.8% | +14.2% |
| 3Y | +82.5% | +27.6% | +54.9% | +47.3% |
| 5Y | +166.8% | +63.0% | +103.8% | +75.8% |
| All | +658.7% | +362.4% | +296.3% | +135.0% |
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