+19,880.0%
ETN vs SHEL
+2,543.2%
+17,336.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.6% |
| 7D | +3.0% | +3.9% | -0.9% | +1.8% |
| 30D | -10.9% | +7.0% | -17.9% | -12.8% |
| 3M | +9.2% | +12.5% | -3.3% | +5.0% |
| 6M | +13.9% | +14.8% | -0.9% | +8.5% |
| YTD | +29.5% | +34.2% | -4.6% | +17.5% |
| 1Y | +14.2% | +37.0% | -22.8% | +2.8% |
| 3Y | +79.9% | +70.9% | +9.0% | +50.4% |
| 5Y | +175.7% | +192.5% | -16.9% | +91.4% |
| 10Y | +693.2% | +208.5% | +484.8% | +424.7% |
| All | +19,880.0% | +2,543.2% | +17,336.9% | +10,673.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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