+337.2%
ETN vs U
-43.9%
+381.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.4% |
| 7D | +3.0% | 0.0% | +3.1% | +3.0% |
| 30D | -10.9% | -4.1% | -6.8% | -10.6% |
| 3M | +9.2% | +57.8% | -48.6% | +4.4% |
| 6M | +13.9% | +103.5% | -89.6% | +5.9% |
| YTD | +29.5% | -4.8% | +34.3% | +27.8% |
| 1Y | +14.2% | -2.4% | +16.6% | +12.0% |
| 3Y | +79.9% | +11.7% | +68.2% | +66.7% |
| 5Y | +175.7% | -68.9% | +244.5% | +154.8% |
| All | +337.2% | -43.9% | +381.1% | +299.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling