-5.5%
ETN vs U
+17.5%
-23.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +4.9% | -14.8% | -10.1% |
| 7D | -10.1% | +7.5% | -17.6% | -10.5% |
| 30D | -18.4% | -7.0% | -11.3% | -18.1% |
| 3M | -20.4% | +20.6% | -41.0% | -21.0% |
| 6M | -16.0% | +53.2% | -69.2% | -17.5% |
| YTD | +11.8% | -3.9% | +15.7% | +13.1% |
| 1Y | -5.5% | +18.4% | -23.9% | -9.7% |
| All | -5.5% | +17.5% | -23.0% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 1y: compounded portfolio wealth divided by compounded U 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…
1y analysis · Full analysis span regression · 6 months rolling