+706.7%
ETN vs NYT
+489.9%
+216.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.8% |
| 7D | +3.5% | -0.6% | +4.1% | +3.7% |
| 30D | -7.5% | +4.6% | -12.1% | -8.6% |
| 3M | +8.3% | -9.6% | +17.9% | +10.0% |
| 6M | +20.2% | -14.0% | +34.2% | +23.4% |
| YTD | +34.7% | -2.8% | +37.5% | +33.0% |
| 1Y | +19.4% | +15.6% | +3.9% | +11.7% |
| 3Y | +85.5% | +56.3% | +29.2% | +55.6% |
| 5Y | +186.6% | +39.5% | +147.1% | +141.6% |
| All | +706.7% | +489.9% | +216.7% | +343.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling