+62.4%
EWY vs ETN
-1.0%
+63.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -9.9% | +8.0% | +6.2% |
| 7D | -8.3% | -10.1% | +1.8% | -0.6% |
| 30D | -20.5% | -18.4% | -2.2% | -6.4% |
| 3M | -11.1% | -20.4% | +9.3% | +7.0% |
| 6M | -7.0% | -16.0% | +9.0% | +7.1% |
| YTD | +56.5% | +11.8% | +44.7% | +52.0% |
| 1Y | +62.4% | -5.5% | +67.9% | +69.2% |
| All | +62.4% | -1.0% | +63.4% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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