+17,445.7%
ETN vs RF
+1,457.2%
+15,988.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +3.0% | +4.5% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | -16.4% | +7.0% | -23.4% | -18.0% |
| 3M | -19.9% | -7.0% | -12.9% | -18.4% |
| 6M | -10.3% | +6.8% | -17.1% | -12.3% |
| YTD | +13.8% | +9.9% | +3.8% | +10.1% |
| 1Y | -3.1% | +21.1% | -24.2% | -8.6% |
| 3Y | +70.1% | +119.6% | -49.5% | +34.7% |
| 5Y | +122.3% | +46.2% | +76.1% | +93.9% |
| 10Y | +561.5% | +261.5% | +299.9% | +340.6% |
| All | +17,445.7% | +1,457.2% | +15,988.5% | +6,569.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling