+776.5%
ETN vs P
+547.6%
+228.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.8% | -1.3% |
| 7D | +10.1% | +17.8% | -7.7% | +5.8% |
| 30D | -15.9% | -29.9% | +13.9% | -8.6% |
| 3M | -21.7% | -1.2% | -20.5% | -22.1% |
| 6M | -10.1% | +32.1% | -42.2% | -17.4% |
| YTD | +14.0% | +64.3% | -50.3% | -1.3% |
| 1Y | -1.7% | +24.3% | -26.0% | -10.7% |
| 3Y | +67.9% | +203.2% | -135.3% | +19.7% |
| 5Y | +125.5% | +290.4% | -164.9% | +48.3% |
| 10Y | +553.3% | +680.9% | -127.6% | +254.2% |
| All | +776.5% | +547.6% | +228.9% | +364.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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