-5.5%
ETN vs S
+36.5%
-42.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +1.6% | -11.5% | -9.9% |
| 7D | -10.1% | -8.2% | -1.9% | -10.1% |
| 30D | -18.4% | -7.6% | -10.8% | -18.5% |
| 3M | -20.4% | +12.0% | -32.4% | -19.7% |
| 6M | -16.0% | +50.6% | -66.6% | -14.9% |
| YTD | +11.8% | +56.6% | -44.8% | +12.7% |
| 1Y | -5.5% | +39.2% | -44.7% | -3.6% |
| All | -5.5% | +36.5% | -42.0% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling