+81.1%
ETN vs U
+11.2%
+69.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.6% |
| 7D | +6.2% | +4.4% | +1.9% | +5.7% |
| 30D | -6.7% | -1.3% | -5.4% | -6.6% |
| 3M | +3.6% | +49.6% | -46.0% | -2.0% |
| 6M | +18.3% | +100.2% | -81.9% | +6.9% |
| YTD | +31.5% | -3.7% | +35.1% | +29.9% |
| 1Y | +20.6% | -6.5% | +27.1% | +18.8% |
| All | +81.1% | +11.2% | +69.9% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling