+201.0%
ETN vs S
-56.8%
+257.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.4% |
| 7D | +2.0% | -7.7% | +9.7% | +3.0% |
| 30D | -7.9% | -5.3% | -2.6% | -7.5% |
| 3M | -1.6% | +20.3% | -21.9% | -4.2% |
| 6M | +16.9% | +47.4% | -30.5% | +10.1% |
| YTD | +30.1% | +32.5% | -2.5% | +24.0% |
| 1Y | +19.3% | +9.5% | +9.8% | +16.3% |
| 3Y | +82.5% | +15.5% | +67.0% | +75.7% |
| 5Y | +166.8% | -71.2% | +238.1% | +168.9% |
| All | +201.0% | -56.8% | +257.8% | +209.4% |
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