+1,235.8%
EWY vs ETN
+5,518.0%
-4,282.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.0% | -0.7% | +1.0% |
| 7D | -0.1% | +3.5% | -3.6% | -2.1% |
| 30D | +7.3% | -7.5% | +14.8% | +12.2% |
| 3M | -5.1% | +8.3% | -13.5% | -8.7% |
| 6M | +42.1% | +20.2% | +21.9% | +29.9% |
| YTD | +94.1% | +34.7% | +59.4% | +66.5% |
| 1Y | +147.8% | +19.4% | +128.4% | +126.0% |
| 3Y | +222.9% | +85.5% | +137.4% | +118.0% |
| 5Y | +150.6% | +186.6% | -36.0% | +27.9% |
| 10Y | +304.4% | +724.7% | -420.3% | +2.1% |
| All | +1,235.8% | +5,518.0% | -4,282.2% | +15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling