+19,963.1%
ETN vs RF
+1,537.4%
+18,425.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.5% | +3.5% |
| 7D | +2.0% | +1.3% | +0.7% | +1.6% |
| 30D | -7.9% | -3.6% | -4.3% | -7.0% |
| 3M | -1.6% | +8.1% | -9.7% | -3.9% |
| 6M | +16.9% | +11.5% | +5.4% | +13.1% |
| YTD | +30.1% | +15.6% | +14.5% | +24.4% |
| 1Y | +19.3% | +15.7% | +3.6% | +13.9% |
| 3Y | +82.5% | +86.9% | -4.4% | +50.8% |
| 5Y | +166.8% | +89.8% | +77.0% | +116.8% |
| 10Y | +649.7% | +344.7% | +305.0% | +375.4% |
| All | +19,963.1% | +1,537.4% | +18,425.6% | +7,431.8% |
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