+512.8%
ETN vs REPL
-17.3%
+530.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.4% | +6.9% | -1.1% |
| 7D | +3.0% | -13.4% | +16.4% | +3.7% |
| 30D | -10.9% | -3.0% | -7.9% | -10.9% |
| 3M | +9.2% | +56.3% | -47.1% | +4.9% |
| 6M | +13.9% | +60.9% | -47.0% | +5.3% |
| YTD | +29.5% | +36.2% | -6.7% | +20.4% |
| 1Y | +14.2% | +121.0% | -106.8% | +0.9% |
| 3Y | +79.9% | -32.8% | +112.7% | +53.7% |
| 5Y | +175.7% | -58.7% | +234.3% | +139.9% |
| All | +512.8% | -17.3% | +530.0% | +324.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling