+78.4%
ETN vs QS
-26.0%
+104.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | +3.0% | -5.0% | +8.0% | +3.6% |
| 30D | -10.9% | -18.3% | +7.4% | -8.8% |
| 3M | +9.2% | -26.0% | +35.2% | +12.5% |
| 6M | +13.9% | -24.0% | +38.0% | +16.8% |
| YTD | +29.5% | -50.3% | +79.8% | +37.6% |
| 1Y | +14.2% | -38.0% | +52.2% | +17.8% |
| All | +78.4% | -26.0% | +104.4% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 3y: compounded portfolio wealth divided by compounded QS 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…
3y analysis · Full analysis span regression · 6 months rolling