+85.5%
ETN vs NTR
+36.8%
+48.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.3% | +4.0% |
| 7D | +3.5% | -1.3% | +4.8% | +3.7% |
| 30D | -7.5% | +16.8% | -24.3% | -9.8% |
| 3M | +8.3% | +20.7% | -12.4% | +4.7% |
| 6M | +20.2% | +0.5% | +19.6% | +19.6% |
| YTD | +34.7% | +29.2% | +5.5% | +26.9% |
| 1Y | +19.4% | +39.6% | -20.1% | +10.3% |
| 3Y | +85.5% | +37.9% | +47.6% | +64.9% |
| All | +85.5% | +36.8% | +48.7% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 3y: compounded portfolio wealth divided by compounded NTR 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…
3y analysis · Full analysis span regression · 6 months rolling