+211.6%
ETN vs S
-57.1%
+268.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.0% |
| 7D | +3.5% | -0.7% | +4.2% | +3.6% |
| 30D | -7.5% | -11.4% | +3.9% | -6.4% |
| 3M | +8.3% | +33.8% | -25.5% | +4.1% |
| 6M | +20.2% | +39.5% | -19.3% | +14.1% |
| YTD | +34.7% | +31.7% | +3.0% | +28.4% |
| 1Y | +19.4% | +7.0% | +12.5% | +16.8% |
| 3Y | +85.5% | +11.8% | +73.7% | +79.1% |
| 5Y | +186.6% | -69.0% | +255.6% | +189.7% |
| All | +211.6% | -57.1% | +268.7% | +220.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling