-5.5%
ETN vs XYZ
+19.9%
-25.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +15.3% | -25.2% | -10.6% |
| 7D | -10.1% | +16.5% | -26.6% | -11.0% |
| 30D | -18.4% | +15.0% | -33.3% | -19.1% |
| 3M | -20.4% | +3.5% | -24.0% | -20.1% |
| 6M | -16.0% | +21.9% | -37.9% | -18.3% |
| YTD | +11.8% | +34.6% | -22.8% | +7.2% |
| 1Y | -5.5% | +20.7% | -26.2% | -5.8% |
| All | -5.5% | +19.9% | -25.3% | -5.8% |
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