+706.7%
ETN vs XLB
+163.8%
+542.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.6% |
| 7D | +3.5% | -2.8% | +6.4% | +6.6% |
| 30D | -7.5% | -3.1% | -4.4% | -4.6% |
| 3M | +8.3% | -0.2% | +8.5% | +7.7% |
| 6M | +20.2% | +3.1% | +17.1% | +16.1% |
| YTD | +34.7% | +13.3% | +21.4% | +18.1% |
| 1Y | +19.4% | +12.0% | +7.4% | +5.7% |
| 3Y | +85.5% | +31.4% | +54.1% | +38.9% |
| 5Y | +186.6% | +33.9% | +152.7% | +107.8% |
| All | +706.7% | +163.8% | +542.8% | +161.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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