+120.5%
ETN vs PM
+163.6%
-43.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.7% |
| 7D | +3.6% | +0.5% | +3.1% | +3.6% |
| 30D | -13.4% | -3.2% | -10.2% | -13.4% |
| 3M | -21.9% | +6.2% | -28.1% | -21.9% |
| 6M | -12.8% | +7.7% | -20.5% | -12.8% |
| YTD | +12.1% | +27.3% | -15.2% | +10.2% |
| 1Y | +0.8% | +32.8% | -31.9% | -1.2% |
| 3Y | +64.5% | +150.0% | -85.5% | +34.2% |
| All | +120.5% | +163.6% | -43.0% | +70.4% |
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