+899.9%
ETN vs P
+485.4%
+414.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.1% |
| 7D | +2.0% | +6.5% | -4.5% | +0.4% |
| 30D | -7.9% | +18.8% | -26.8% | -12.1% |
| 3M | -1.6% | +26.7% | -28.4% | -7.6% |
| 6M | +16.9% | +62.2% | -45.3% | +2.7% |
| YTD | +30.1% | +48.5% | -18.4% | +15.9% |
| 1Y | +19.3% | +26.4% | -7.1% | +8.5% |
| 3Y | +82.5% | +159.4% | -76.9% | +35.6% |
| 5Y | +166.8% | +275.8% | -108.9% | +78.3% |
| 10Y | +649.7% | +732.0% | -82.3% | +312.9% |
| All | +899.9% | +485.4% | +414.6% | +445.5% |
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