+765.7%
ETN vs RACE
+658.1%
+107.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -0.8% |
| 7D | -9.3% | +0.2% | -9.5% | -9.6% |
| 30D | -17.3% | +6.6% | -23.9% | -19.7% |
| 3M | -20.1% | +2.2% | -22.4% | -21.2% |
| 6M | -11.3% | +22.4% | -33.7% | -19.6% |
| YTD | +12.5% | +13.8% | -1.3% | +4.4% |
| 1Y | -5.6% | +2.2% | -7.8% | -8.3% |
| 3Y | +65.6% | +25.6% | +40.0% | +40.5% |
| 5Y | +122.4% | +71.0% | +51.4% | +59.5% |
| 10Y | +531.4% | +739.1% | -207.6% | +140.6% |
| All | +765.7% | +658.1% | +107.6% | +200.3% |
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