+81.1%
ETN vs S
+13.6%
+67.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +6.2% | -1.2% | +7.5% | +6.5% |
| 30D | -6.7% | -12.6% | +5.9% | -4.5% |
| 3M | +3.6% | +27.6% | -23.9% | -2.3% |
| 6M | +18.3% | +35.5% | -17.2% | +8.5% |
| YTD | +31.5% | +29.6% | +1.9% | +21.3% |
| 1Y | +20.6% | +8.1% | +12.4% | +16.0% |
| All | +81.1% | +13.6% | +67.5% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling