-4.5%
ETN vs USB
+33.5%
-38.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.5% | +2.6% | +4.4% |
| 7D | -1.8% | +0.8% | -2.6% | -2.1% |
| 30D | -16.4% | +6.8% | -23.2% | -18.0% |
| 3M | -19.9% | -3.8% | -16.1% | -18.7% |
| 6M | -10.3% | +11.7% | -22.0% | -14.5% |
| YTD | +13.8% | +17.5% | -3.7% | +1.9% |
| All | -4.5% | +33.5% | -38.1% | -24.0% |
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