+159.4%
ETN vs S
-51.7%
+211.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | +3.6% | +2.0% | +1.6% | +3.4% |
| 30D | -13.4% | -2.7% | -10.7% | -13.2% |
| 3M | -21.9% | -6.9% | -15.0% | -21.6% |
| 6M | -12.8% | +38.1% | -50.8% | -16.9% |
| YTD | +12.1% | +48.0% | -35.9% | +5.1% |
| 1Y | +0.8% | +34.5% | -33.6% | -4.4% |
| 3Y | +64.5% | +38.3% | +26.2% | +55.0% |
| 5Y | +121.7% | -70.9% | +192.6% | +122.0% |
| All | +159.4% | -51.7% | +211.1% | +162.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling