+10,912.9%
ETN vs LIN
+10,625.0%
+287.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.1% | +5.6% | +5.1% |
| 7D | -7.6% | +0.2% | -7.8% | -7.9% |
| 30D | -20.8% | +6.5% | -27.2% | -23.5% |
| 3M | -23.6% | +5.5% | -29.0% | -26.0% |
| 6M | -18.5% | +3.3% | -21.8% | -20.7% |
| YTD | +8.2% | +22.0% | -13.8% | -3.7% |
| 1Y | -8.7% | +25.7% | -34.4% | -20.2% |
| 3Y | +63.3% | +36.2% | +27.0% | +36.3% |
| 5Y | +115.6% | +66.1% | +49.5% | +62.2% |
| 10Y | +586.7% | +431.0% | +155.7% | +198.1% |
| All | +10,912.9% | +10,625.0% | +287.9% | +2,170.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling