+221.3%
ETN vs PL
+81.7%
+139.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.5% | +2.9% |
| 7D | +8.0% | -7.5% | +15.6% | +8.9% |
| 30D | -5.9% | -25.6% | +19.7% | -2.8% |
| 3M | +5.0% | -45.6% | +50.6% | +11.8% |
| 6M | +22.4% | -29.5% | +52.0% | +25.1% |
| YTD | +33.6% | -9.7% | +43.3% | +32.2% |
| 1Y | +22.1% | +84.4% | -62.2% | +10.5% |
| 3Y | +85.6% | +550.0% | -464.4% | +36.7% |
| 5Y | +179.2% | +79.0% | +100.2% | +118.7% |
| All | +221.3% | +81.7% | +139.6% | +150.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling