+12.4%
ETN vs Q
+75.3%
-62.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.3% | +0.4% | +1.7% |
| 7D | +8.0% | +6.7% | +1.3% | +5.0% |
| 30D | -5.9% | -10.6% | +4.7% | -1.3% |
| 3M | +5.0% | -14.6% | +19.6% | +12.4% |
| 6M | +22.4% | +12.1% | +10.3% | +16.3% |
| YTD | +33.6% | +51.3% | -17.6% | +12.0% |
| All | +12.4% | +75.3% | -62.9% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 all: compounded portfolio wealth divided by compounded Q 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…
all analysis · Full analysis span regression · 6 months rolling