+20,672.1%
ETN vs NTRS
+7,800.3%
+12,871.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.5% |
| 7D | +3.5% | +1.4% | +2.2% | +2.9% |
| 30D | -7.5% | -0.7% | -6.9% | -7.3% |
| 3M | +8.3% | +11.3% | -3.0% | +3.6% |
| 6M | +20.2% | +35.5% | -15.4% | +6.0% |
| YTD | +34.7% | +40.6% | -5.9% | +16.7% |
| 1Y | +19.4% | +49.2% | -29.8% | +0.9% |
| 3Y | +85.5% | +167.2% | -81.7% | +22.4% |
| 5Y | +186.6% | +94.9% | +91.7% | +110.0% |
| 10Y | +724.7% | +259.5% | +465.2% | +372.4% |
| All | +20,672.1% | +7,800.3% | +12,871.8% | +5,656.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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