+190.4%
ETN vs UL
+18.7%
+171.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.3% | +3.9% |
| 7D | +3.5% | -3.4% | +6.9% | +3.9% |
| 30D | -7.5% | +0.5% | -8.0% | -7.6% |
| 3M | +8.3% | +7.2% | +1.1% | +6.9% |
| 6M | +20.2% | -3.1% | +23.2% | +20.6% |
| YTD | +34.7% | -2.7% | +37.4% | +35.2% |
| 1Y | +19.4% | -10.2% | +29.7% | +21.5% |
| 3Y | +85.5% | +20.3% | +65.2% | +71.9% |
| All | +190.4% | +18.7% | +171.8% | +160.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling