+928.6%
ETN vs RACE
+640.3%
+288.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +3.2% |
| 7D | +8.0% | -1.0% | +9.1% | +8.5% |
| 30D | -5.9% | -1.5% | -4.4% | -5.4% |
| 3M | +5.0% | +15.5% | -10.5% | -1.9% |
| 6M | +22.4% | +17.3% | +5.1% | +12.9% |
| YTD | +33.6% | +11.1% | +22.5% | +25.6% |
| 1Y | +22.1% | -14.3% | +36.4% | +27.1% |
| 3Y | +85.6% | +40.2% | +45.4% | +49.5% |
| 5Y | +179.2% | +92.6% | +86.7% | +89.3% |
| 10Y | +687.3% | +786.6% | -99.3% | +195.4% |
| All | +928.6% | +640.3% | +288.3% | +261.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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