+826.9%
ETN vs XYZ
+608.9%
+218.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.5% |
| 7D | +6.2% | -3.7% | +9.9% | +6.9% |
| 30D | -6.7% | +0.5% | -7.2% | -6.9% |
| 3M | +3.6% | +16.3% | -12.7% | +0.3% |
| 6M | +18.3% | +21.1% | -2.8% | +13.3% |
| YTD | +31.5% | +22.0% | +9.5% | +24.8% |
| 1Y | +20.6% | +5.2% | +15.4% | +17.3% |
| 3Y | +82.5% | +49.6% | +33.0% | +62.2% |
| 5Y | +177.8% | -68.4% | +246.2% | +197.3% |
| 10Y | +705.0% | +604.5% | +100.5% | +414.2% |
| All | +826.9% | +608.9% | +218.0% | +461.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling