+19.3%
ETN vs XYZ
+9.3%
+10.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.6% |
| 7D | +2.0% | -1.0% | +3.0% | +2.1% |
| 30D | -7.9% | -1.7% | -6.2% | -7.8% |
| 3M | -1.6% | +16.7% | -18.4% | -4.4% |
| 6M | +16.9% | +26.9% | -10.0% | +11.5% |
| YTD | +30.1% | +27.1% | +2.9% | +24.4% |
| 1Y | +19.3% | +9.3% | +10.0% | +17.3% |
| All | +19.3% | +9.3% | +10.0% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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