+2,117.6%
ETN vs MKTX
+1,442.6%
+675.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.0% | +4.0% |
| 7D | +3.5% | -0.2% | +3.8% | +3.6% |
| 30D | -7.5% | +0.7% | -8.2% | -7.7% |
| 3M | +8.3% | +40.8% | -32.5% | -0.4% |
| 6M | +20.2% | -8.0% | +28.2% | +20.8% |
| YTD | +34.7% | -8.7% | +43.4% | +35.4% |
| 1Y | +19.4% | -11.8% | +31.3% | +20.6% |
| 3Y | +85.5% | -24.0% | +109.5% | +87.5% |
| 5Y | +186.6% | -60.3% | +246.9% | +229.7% |
| 10Y | +724.7% | +5.0% | +719.7% | +609.6% |
| All | +2,117.6% | +1,442.6% | +675.0% | +738.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling