+561.5%
ETN vs USB
+94.3%
+467.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.5% | +2.6% | +3.8% |
| 7D | -1.8% | +0.8% | -2.6% | -2.3% |
| 30D | -16.4% | +6.8% | -23.2% | -19.4% |
| 3M | -19.9% | -3.8% | -16.1% | -18.6% |
| 6M | -10.3% | +11.7% | -22.0% | -16.4% |
| YTD | +13.8% | +17.5% | -3.7% | +3.0% |
| 1Y | -3.1% | +33.8% | -36.8% | -18.2% |
| 3Y | +70.1% | +104.2% | -34.1% | +10.9% |
| 5Y | +122.3% | +26.4% | +95.9% | +83.9% |
| 10Y | +561.5% | +89.2% | +472.3% | +297.9% |
| All | +561.5% | +94.3% | +467.2% | +297.9% |
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