+568.3%
ETN vs USB
+92.8%
+475.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.5% | +5.0% | +4.8% |
| 7D | -7.6% | 0.0% | -7.6% | -7.8% |
| 30D | -20.8% | +5.8% | -26.6% | -23.4% |
| 3M | -23.6% | -6.0% | -17.6% | -21.4% |
| 6M | -18.5% | +7.8% | -26.2% | -22.5% |
| YTD | +8.2% | +14.6% | -6.4% | -0.8% |
| 1Y | -8.7% | +31.8% | -40.5% | -22.4% |
| 3Y | +63.3% | +91.5% | -28.3% | +10.0% |
| 5Y | +115.6% | +22.0% | +93.5% | +81.7% |
| All | +568.3% | +92.8% | +475.4% | +275.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling