+190.4%
ETN vs PSX
+362.1%
-171.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.9% |
| 7D | +3.5% | +1.7% | +1.8% | +3.2% |
| 30D | -7.5% | +15.6% | -23.2% | -10.2% |
| 3M | +8.3% | +46.5% | -38.1% | -0.1% |
| 6M | +20.2% | +55.0% | -34.8% | +8.8% |
| YTD | +34.7% | +105.3% | -70.6% | +13.3% |
| 1Y | +19.4% | +101.6% | -82.1% | +0.8% |
| 3Y | +85.5% | +134.1% | -48.6% | +48.1% |
| All | +190.4% | +362.1% | -171.7% | +102.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling