+175.7%
ETN vs XLB
+32.8%
+142.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.2% | -0.4% |
| 7D | +3.0% | -3.5% | +6.6% | +6.4% |
| 30D | -10.9% | -4.7% | -6.3% | -7.1% |
| 3M | +9.2% | +2.7% | +6.5% | +5.9% |
| 6M | +13.9% | +2.6% | +11.3% | +10.9% |
| YTD | +29.5% | +12.8% | +16.7% | +15.6% |
| 1Y | +14.2% | +14.0% | +0.3% | +0.8% |
| 3Y | +79.9% | +31.5% | +48.4% | +39.2% |
| 5Y | +175.7% | +33.4% | +142.2% | +107.0% |
| All | +175.7% | +32.8% | +142.9% | +107.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling