+212.7%
ETN vs PL
+84.9%
+127.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.7% | +3.6% |
| 7D | +2.0% | -9.3% | +11.3% | +3.1% |
| 30D | -7.9% | -18.9% | +11.0% | -5.8% |
| 3M | -1.6% | -58.4% | +56.8% | +7.4% |
| 6M | +16.9% | -30.3% | +47.2% | +19.5% |
| YTD | +30.1% | -8.1% | +38.2% | +28.4% |
| 1Y | +19.3% | +180.5% | -161.2% | +1.9% |
| 3Y | +82.5% | +444.1% | -361.6% | +36.5% |
| 5Y | +166.8% | +83.0% | +83.8% | +108.5% |
| All | +212.7% | +84.9% | +127.8% | +143.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling