+19.4%
ETN vs LIN
-0.1%
+19.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +4.1% |
| 7D | +3.5% | -2.4% | +5.9% | +3.0% |
| 30D | -7.5% | -2.4% | -5.1% | -7.9% |
| 3M | +8.3% | -9.3% | +17.6% | +6.6% |
| 6M | +20.2% | -2.6% | +22.7% | +18.9% |
| YTD | +34.7% | +10.4% | +24.2% | +38.1% |
| 1Y | +19.4% | -2.3% | +21.7% | +16.4% |
| All | +19.4% | -0.1% | +19.5% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling