+222.9%
EWY vs ETN
+86.8%
+136.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.0% | -0.7% | +1.0% |
| 7D | -0.1% | +3.5% | -3.6% | -2.0% |
| 30D | +7.3% | -7.5% | +14.8% | +12.1% |
| 3M | -5.1% | +8.3% | -13.5% | -8.3% |
| 6M | +42.1% | +20.2% | +21.9% | +32.3% |
| YTD | +94.1% | +34.7% | +59.4% | +73.3% |
| 1Y | +147.8% | +19.4% | +128.4% | +131.1% |
| 3Y | +222.9% | +85.5% | +137.4% | +143.1% |
| All | +222.9% | +86.8% | +136.1% | +143.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling