+19.3%
ETN vs MKTX
-8.5%
+27.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.4% | +3.5% |
| 7D | +2.0% | +0.4% | +1.6% | +2.0% |
| 30D | -7.9% | +1.1% | -9.0% | -7.9% |
| 3M | -1.6% | +36.1% | -37.7% | +0.6% |
| 6M | +16.9% | -12.9% | +29.7% | +9.3% |
| YTD | +30.1% | -8.5% | +38.6% | +22.1% |
| 1Y | +19.3% | -7.5% | +26.8% | +10.7% |
| All | +19.3% | -8.5% | +27.8% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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