-5.5%
ETN vs M
+36.6%
-42.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +7.6% | -17.5% | -11.0% |
| 7D | -10.1% | +8.3% | -18.4% | -11.4% |
| 30D | -18.4% | +14.2% | -32.6% | -20.6% |
| 3M | -20.4% | -1.1% | -19.3% | -20.2% |
| 6M | -16.0% | +36.6% | -52.6% | -23.2% |
| YTD | +11.8% | +19.8% | -8.0% | +4.5% |
| 1Y | -5.5% | +37.2% | -42.7% | -17.5% |
| All | -5.5% | +36.6% | -42.0% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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