+190.4%
ETN vs XYZ
-68.2%
+258.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | +3.5% | -4.3% | +7.8% | +4.4% |
| 30D | -7.5% | +1.2% | -8.7% | -7.9% |
| 3M | +8.3% | +14.6% | -6.3% | +5.0% |
| 6M | +20.2% | +22.6% | -2.4% | +14.5% |
| YTD | +34.7% | +21.7% | +13.0% | +27.5% |
| 1Y | +19.4% | +6.7% | +12.7% | +15.8% |
| 3Y | +85.5% | +46.8% | +38.7% | +64.9% |
| All | +190.4% | -68.2% | +258.6% | +193.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling