+19.4%
ETN vs Z
-62.2%
+81.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.0% | 0.0% | +4.2% |
| 7D | +3.5% | -6.0% | +9.6% | +3.1% |
| 30D | -7.5% | -2.3% | -5.2% | -7.7% |
| 3M | +8.3% | -0.6% | +8.9% | +8.8% |
| 6M | +20.2% | -27.6% | +47.8% | +20.8% |
| YTD | +34.7% | -52.4% | +87.0% | +33.8% |
| 1Y | +19.4% | -63.6% | +83.0% | +14.3% |
| All | +19.4% | -62.2% | +81.6% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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