+0.8%
ETN vs USB
+32.7%
-31.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.9% |
| 7D | +3.6% | +2.6% | +1.0% | +2.9% |
| 30D | -13.4% | +8.4% | -21.8% | -15.5% |
| 3M | -21.9% | -5.5% | -16.4% | -20.3% |
| 6M | -12.8% | +17.7% | -30.5% | -18.8% |
| YTD | +12.1% | +17.6% | -5.5% | +1.2% |
| 1Y | +0.8% | +33.9% | -33.0% | -19.6% |
| All | +0.8% | +32.7% | -31.9% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling