+120.5%
ETN vs Z
-53.4%
+174.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.2% | -2.1% |
| 7D | +3.6% | +0.8% | +2.8% | +3.5% |
| 30D | -13.4% | +5.2% | -18.6% | -14.6% |
| 3M | -21.9% | -17.0% | -4.9% | -20.5% |
| 6M | -12.8% | -22.7% | +9.9% | -10.6% |
| YTD | +12.1% | -56.3% | +68.4% | +25.8% |
| 1Y | +0.8% | -57.7% | +58.5% | +13.6% |
| 3Y | +64.5% | -16.5% | +81.0% | +59.6% |
| All | +120.5% | -53.4% | +174.0% | +117.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling