+538.1%
ETN vs NTR
+97.9%
+440.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.3% | +4.1% |
| 7D | +3.5% | -1.3% | +4.8% | +4.0% |
| 30D | -7.5% | +16.8% | -24.3% | -12.6% |
| 3M | +8.3% | +20.7% | -12.4% | +0.6% |
| 6M | +20.2% | +0.5% | +19.6% | +18.3% |
| YTD | +34.7% | +29.2% | +5.5% | +20.2% |
| 1Y | +19.4% | +39.6% | -20.1% | +2.9% |
| 3Y | +85.5% | +37.9% | +47.6% | +56.4% |
| 5Y | +186.6% | +47.1% | +139.5% | +99.9% |
| All | +538.1% | +97.9% | +440.2% | +224.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling