+19.4%
ETN vs PSX
+103.3%
-83.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +4.0% |
| 7D | +3.5% | +1.7% | +1.8% | +3.7% |
| 30D | -7.5% | +15.6% | -23.2% | -6.3% |
| 3M | +8.3% | +46.5% | -38.1% | +12.3% |
| 6M | +20.2% | +55.0% | -34.8% | +24.5% |
| YTD | +34.7% | +105.3% | -70.6% | +35.4% |
| 1Y | +19.4% | +101.6% | -82.1% | +20.7% |
| All | +19.4% | +103.3% | -83.8% | +20.7% |
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