+15,376.7%
ETN vs M
+396.5%
+14,980.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +2.8% |
| 7D | +2.0% | +4.7% | -2.7% | +0.8% |
| 30D | -7.9% | -9.6% | +1.7% | -5.6% |
| 3M | -1.6% | +0.9% | -2.5% | -2.3% |
| 6M | +16.9% | +22.3% | -5.4% | +10.3% |
| YTD | +30.1% | +6.5% | +23.5% | +26.6% |
| 1Y | +19.3% | +38.8% | -19.5% | +8.1% |
| 3Y | +82.5% | +115.9% | -33.4% | +39.9% |
| 5Y | +166.8% | +28.6% | +138.2% | +114.1% |
| 10Y | +649.7% | -2.5% | +652.3% | +424.6% |
| All | +15,376.7% | +396.5% | +14,980.1% | +6,556.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling