+705.0%
ETN vs RF
+334.5%
+370.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | +6.2% | -0.1% | +6.4% | +6.3% |
| 30D | -6.7% | -4.0% | -2.7% | -4.9% |
| 3M | +3.6% | +5.6% | -2.0% | +0.6% |
| 6M | +18.3% | +13.1% | +5.3% | +11.1% |
| YTD | +31.5% | +13.6% | +17.9% | +22.8% |
| 1Y | +20.6% | +16.0% | +4.6% | +11.2% |
| 3Y | +82.5% | +90.2% | -7.6% | +30.0% |
| 5Y | +177.8% | +87.0% | +90.8% | +92.2% |
| 10Y | +705.0% | +338.5% | +366.5% | +229.9% |
| All | +705.0% | +334.5% | +370.5% | +229.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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