+85.5%
ETN vs XYZ
+46.8%
+38.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | +3.5% | -4.3% | +7.8% | +4.6% |
| 30D | -7.5% | +1.2% | -8.7% | -8.0% |
| 3M | +8.3% | +14.6% | -6.3% | +3.9% |
| 6M | +20.2% | +22.6% | -2.4% | +12.6% |
| YTD | +34.7% | +21.7% | +13.0% | +25.3% |
| 1Y | +19.4% | +6.7% | +12.7% | +14.8% |
| 3Y | +85.5% | +46.8% | +38.7% | +54.2% |
| All | +85.5% | +46.8% | +38.7% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling