+20,176.5%
ETN vs UL
+2,587.5%
+17,588.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | 0.0% | -1.0% |
| 7D | +6.2% | -3.2% | +9.5% | +7.5% |
| 30D | -6.7% | -0.6% | -6.1% | -6.6% |
| 3M | +3.6% | +9.4% | -5.8% | -0.9% |
| 6M | +18.3% | -4.1% | +22.4% | +18.6% |
| YTD | +31.5% | -2.0% | +33.4% | +30.5% |
| 1Y | +20.6% | -9.0% | +29.5% | +22.6% |
| 3Y | +82.5% | +21.8% | +60.7% | +62.6% |
| 5Y | +177.8% | +20.6% | +157.2% | +144.4% |
| 10Y | +705.0% | +67.7% | +637.3% | +511.3% |
| All | +20,176.5% | +2,587.5% | +17,588.9% | +6,657.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling