+1,786.7%
ETN vs XRT
+514.3%
+1,272.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +2.8% |
| 7D | +2.0% | +0.8% | +1.2% | +1.5% |
| 30D | -7.9% | -4.2% | -3.7% | -5.4% |
| 3M | -1.6% | +5.1% | -6.7% | -5.6% |
| 6M | +16.9% | +2.4% | +14.5% | +13.9% |
| YTD | +30.1% | +3.2% | +26.9% | +26.1% |
| 1Y | +19.3% | +1.5% | +17.8% | +16.6% |
| 3Y | +82.5% | +40.6% | +42.0% | +40.4% |
| 5Y | +166.8% | -1.0% | +167.8% | +149.8% |
| 10Y | +649.7% | +128.4% | +521.3% | +235.6% |
| All | +1,786.7% | +514.3% | +1,272.4% | +278.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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