+177.8%
ETN vs REPL
-53.9%
+231.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.5% | -1.6% |
| 7D | +6.2% | -9.6% | +15.8% | +6.5% |
| 30D | -6.7% | +5.7% | -12.4% | -6.9% |
| 3M | +3.6% | +56.4% | -52.8% | +1.0% |
| 6M | +18.3% | +67.4% | -49.1% | +13.3% |
| YTD | +31.5% | +48.7% | -17.2% | +26.1% |
| 1Y | +20.6% | +148.3% | -127.7% | +12.9% |
| 3Y | +82.5% | -26.7% | +109.2% | +70.9% |
| 5Y | +177.8% | -54.1% | +231.9% | +156.8% |
| All | +177.8% | -53.9% | +231.7% | +156.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling