+19.4%
ETN vs UL
-9.2%
+28.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.3% | +4.1% |
| 7D | +3.5% | -3.4% | +6.9% | +2.7% |
| 30D | -7.5% | +0.5% | -8.0% | -7.4% |
| 3M | +8.3% | +7.2% | +1.1% | +9.0% |
| 6M | +20.2% | -3.1% | +23.2% | +21.7% |
| YTD | +34.7% | -2.7% | +37.4% | +38.7% |
| 1Y | +19.4% | -10.2% | +29.7% | +17.9% |
| All | +19.4% | -9.2% | +28.6% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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