+175.7%
ETN vs M
+13.6%
+162.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.7% | +3.2% | -0.6% |
| 7D | +3.0% | -8.8% | +11.8% | +4.8% |
| 30D | -10.9% | -16.4% | +5.5% | -8.0% |
| 3M | +9.2% | -10.8% | +20.1% | +11.2% |
| 6M | +13.9% | +16.1% | -2.2% | +10.2% |
| YTD | +29.5% | -5.3% | +34.8% | +29.7% |
| 1Y | +14.2% | +24.9% | -10.7% | +8.5% |
| 3Y | +79.9% | +97.5% | -17.7% | +51.9% |
| 5Y | +175.7% | +20.4% | +155.3% | +143.9% |
| All | +175.7% | +13.6% | +162.1% | +143.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling