+706.7%
ETN vs PM
+219.2%
+487.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.8% |
| 7D | +3.5% | +4.7% | -1.1% | +2.2% |
| 30D | -7.5% | +2.6% | -10.1% | -8.4% |
| 3M | +8.3% | +6.6% | +1.8% | +5.3% |
| 6M | +20.2% | +16.5% | +3.7% | +12.7% |
| YTD | +34.7% | +21.2% | +13.5% | +24.4% |
| 1Y | +19.4% | +17.9% | +1.5% | +10.8% |
| 3Y | +85.5% | +129.8% | -44.3% | +25.0% |
| 5Y | +186.6% | +133.0% | +53.6% | +88.6% |
| All | +706.7% | +219.2% | +487.4% | +358.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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