+556.1%
ETN vs USB
+84.9%
+471.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +2.4% | -0.5% | +3.0% | +2.8% |
| 30D | -15.2% | +5.7% | -20.9% | -17.9% |
| 3M | -21.2% | -4.7% | -16.5% | -19.5% |
| 6M | -13.5% | +13.4% | -26.9% | -19.9% |
| YTD | +14.5% | +17.0% | -2.5% | +3.9% |
| 1Y | -0.9% | +32.4% | -33.2% | -15.8% |
| 3Y | +68.6% | +101.7% | -33.1% | +10.7% |
| 5Y | +129.0% | +24.4% | +104.6% | +91.4% |
| 10Y | +556.1% | +83.6% | +472.5% | +311.4% |
| All | +556.1% | +84.9% | +471.3% | +311.4% |
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