-5.5%
ETN vs PSX
+97.5%
-103.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -4.5% | -5.3% | -10.2% |
| 7D | -10.1% | -5.2% | -5.0% | -10.5% |
| 30D | -18.4% | -3.7% | -14.6% | -18.6% |
| 3M | -20.4% | +26.8% | -47.2% | -18.0% |
| 6M | -16.0% | +47.3% | -63.3% | -11.7% |
| YTD | +11.8% | +105.4% | -93.6% | +15.5% |
| 1Y | -5.5% | +96.9% | -102.4% | -0.8% |
| All | -5.5% | +97.5% | -103.0% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 1y: compounded portfolio wealth divided by compounded PSX 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…
1y analysis · Full analysis span regression · 6 months rolling