+706.7%
ETN vs M
-3.0%
+709.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.7% | -3.7% | +2.4% |
| 7D | +3.5% | -4.2% | +7.7% | +4.4% |
| 30D | -7.5% | -7.2% | -0.3% | -6.2% |
| 3M | +8.3% | -11.1% | +19.5% | +10.6% |
| 6M | +20.2% | +28.8% | -8.6% | +13.4% |
| YTD | +34.7% | +2.0% | +32.6% | +32.9% |
| 1Y | +19.4% | +31.3% | -11.8% | +11.6% |
| 3Y | +85.5% | +119.1% | -33.6% | +49.6% |
| 5Y | +186.6% | +29.7% | +156.9% | +140.5% |
| All | +706.7% | -3.0% | +709.7% | +420.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling