+70.1%
ETN vs RF
+115.2%
-45.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +3.0% | +4.3% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | -16.4% | +7.0% | -23.4% | -18.7% |
| 3M | -19.9% | -7.0% | -12.9% | -17.7% |
| 6M | -10.3% | +6.8% | -17.1% | -13.4% |
| YTD | +13.8% | +9.9% | +3.8% | +8.0% |
| 1Y | -3.1% | +21.1% | -24.2% | -11.7% |
| 3Y | +70.1% | +119.6% | -49.5% | +31.0% |
| All | +70.1% | +115.2% | -45.1% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling