+430.2%
ETN vs REPL
+36.8%
+393.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | +3.6% | +1.2% | +2.4% | +3.5% |
| 30D | -13.4% | +92.2% | -105.6% | -16.0% |
| 3M | -21.9% | +44.1% | -66.0% | -23.4% |
| 6M | -12.8% | +313.0% | -325.8% | -20.6% |
| YTD | +12.1% | +125.2% | -113.1% | +1.7% |
| 1Y | +0.8% | +143.8% | -142.9% | -9.0% |
| 3Y | +64.5% | +104.2% | -39.7% | +29.1% |
| 5Y | +121.7% | -34.5% | +156.3% | +89.6% |
| All | +430.2% | +36.8% | +393.4% | +258.9% |
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