+122.3%
ETN vs PL
+37.0%
+85.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +14.5% | -9.4% | +3.3% |
| 7D | -1.8% | +10.9% | -12.7% | -3.1% |
| 30D | -16.4% | -16.4% | 0.0% | -14.7% |
| 3M | -19.9% | -39.9% | +20.0% | -15.4% |
| 6M | -10.3% | -63.2% | +52.9% | -0.9% |
| YTD | +13.8% | -27.1% | +40.9% | +15.1% |
| 1Y | -3.1% | +12.2% | -15.2% | -7.2% |
| 3Y | +70.1% | +584.3% | -514.2% | +25.3% |
| 5Y | +122.3% | +37.0% | +85.3% | +79.2% |
| All | +122.3% | +37.0% | +85.3% | +79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling