+20,176.5%
ETN vs LOW
+34,309.9%
-14,133.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.3% |
| 7D | +6.2% | -0.6% | +6.9% | +6.4% |
| 30D | -6.7% | -9.3% | +2.6% | -3.8% |
| 3M | +3.6% | -8.1% | +11.7% | +5.8% |
| 6M | +18.3% | -19.8% | +38.1% | +25.9% |
| YTD | +31.5% | -16.4% | +47.8% | +37.8% |
| 1Y | +20.6% | -24.7% | +45.2% | +30.3% |
| 3Y | +82.5% | -8.8% | +91.4% | +84.0% |
| 5Y | +177.8% | +7.8% | +170.0% | +163.8% |
| 10Y | +705.0% | +233.8% | +471.2% | +431.1% |
| All | +20,176.5% | +34,309.9% | -14,133.4% | +5,180.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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