+19.3%
ETN vs PL
+176.6%
-157.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.7% | +3.6% |
| 7D | +2.0% | -9.3% | +11.3% | +2.9% |
| 30D | -7.9% | -18.9% | +11.0% | -6.1% |
| 3M | -1.6% | -58.4% | +56.8% | +5.1% |
| 6M | +16.9% | -30.3% | +47.2% | +21.3% |
| YTD | +30.1% | -8.1% | +38.2% | +32.8% |
| 1Y | +19.3% | +180.5% | -161.2% | +21.5% |
| All | +19.3% | +176.6% | -157.3% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling