+175.7%
ETN vs PM
+132.4%
+43.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.6% | -1.5% |
| 7D | +3.0% | +1.9% | +1.1% | +3.0% |
| 30D | -10.9% | +1.9% | -12.8% | -11.0% |
| 3M | +9.2% | +4.6% | +4.7% | +8.8% |
| 6M | +13.9% | +11.7% | +2.2% | +12.4% |
| YTD | +29.5% | +20.4% | +9.2% | +26.9% |
| 1Y | +14.2% | +19.0% | -4.7% | +12.0% |
| 3Y | +79.9% | +130.4% | -50.5% | +45.9% |
| 5Y | +175.7% | +131.5% | +44.2% | +118.2% |
| All | +175.7% | +132.4% | +43.3% | +118.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling