+19.4%
ETN vs REPL
+119.0%
-99.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +4.0% |
| 7D | +3.5% | -14.1% | +17.6% | +3.8% |
| 30D | -7.5% | -15.2% | +7.7% | -7.3% |
| 3M | +8.3% | +49.9% | -41.6% | +6.0% |
| 6M | +20.2% | +63.5% | -43.4% | +17.5% |
| YTD | +34.7% | +32.9% | +1.7% | +31.6% |
| 1Y | +19.4% | +115.0% | -95.5% | +16.3% |
| All | +19.4% | +119.0% | -99.5% | +16.3% |
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