+19.3%
ETN vs QSR
+33.2%
-13.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.4% |
| 7D | +2.0% | +2.4% | -0.4% | +2.5% |
| 30D | -7.9% | +7.6% | -15.5% | -6.6% |
| 3M | -1.6% | +12.6% | -14.2% | +0.2% |
| 6M | +16.9% | +14.4% | +2.5% | +17.8% |
| YTD | +30.1% | +19.6% | +10.5% | +30.1% |
| 1Y | +19.3% | +33.9% | -14.6% | +21.5% |
| All | +19.3% | +33.2% | -13.9% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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