-5.5%
ETN vs REPL
+125.1%
-130.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.2% | -10.1% | -9.9% |
| 7D | -10.1% | +28.8% | -39.0% | -10.8% |
| 30D | -18.4% | +57.3% | -75.7% | -19.6% |
| 3M | -20.4% | +73.6% | -94.0% | -21.9% |
| 6M | -16.0% | +582.8% | -598.8% | -19.3% |
| YTD | +11.8% | +112.9% | -101.1% | +1.6% |
| 1Y | -5.5% | +130.7% | -136.1% | -16.0% |
| All | -5.5% | +125.1% | -130.6% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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