+706.7%
ETN vs PSX
+386.4%
+320.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.8% |
| 7D | +3.5% | +1.7% | +1.8% | +2.9% |
| 30D | -7.5% | +15.6% | -23.2% | -12.2% |
| 3M | +8.3% | +46.5% | -38.1% | -5.9% |
| 6M | +20.2% | +55.0% | -34.8% | +1.3% |
| YTD | +34.7% | +105.3% | -70.6% | +1.7% |
| 1Y | +19.4% | +101.6% | -82.1% | -9.5% |
| 3Y | +85.5% | +134.1% | -48.6% | +29.0% |
| 5Y | +186.6% | +368.7% | -182.1% | +41.4% |
| All | +706.7% | +386.4% | +320.2% | +225.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling