+339.0%
ETN vs U
-44.5%
+383.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.5% |
| 7D | +2.0% | -3.8% | +5.8% | +2.4% |
| 30D | -7.9% | +17.5% | -25.4% | -9.4% |
| 3M | -1.6% | +38.7% | -40.3% | -4.8% |
| 6M | +16.9% | +104.4% | -87.5% | +8.6% |
| YTD | +30.1% | -5.7% | +35.8% | +28.5% |
| 1Y | +19.3% | +3.7% | +15.6% | +16.2% |
| 3Y | +82.5% | +12.3% | +70.2% | +69.1% |
| 5Y | +166.8% | -68.8% | +235.7% | +146.9% |
| All | +339.0% | -44.5% | +383.5% | +301.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling