+19,963.1%
ETN vs USB
+8,537.0%
+11,426.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.7% | +3.5% |
| 7D | +2.0% | +1.4% | +0.6% | +1.5% |
| 30D | -7.9% | -1.3% | -6.6% | -7.5% |
| 3M | -1.6% | +15.2% | -16.9% | -6.8% |
| 6M | +16.9% | +18.8% | -2.0% | +9.4% |
| YTD | +30.1% | +21.0% | +9.1% | +20.7% |
| 1Y | +19.3% | +34.0% | -14.7% | +6.5% |
| 3Y | +82.5% | +95.3% | -12.8% | +40.0% |
| 5Y | +166.8% | +40.4% | +126.5% | +125.1% |
| 10Y | +649.7% | +107.3% | +542.4% | +446.8% |
| All | +19,963.1% | +8,537.0% | +11,426.1% | +7,598.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling