+2,780.0%
GE vs ETN
+20,265.8%
-17,485.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.0% |
| 7D | -1.2% | +6.2% | -7.5% | -4.3% |
| 30D | -11.3% | -6.7% | -4.6% | -8.2% |
| 3M | -1.4% | +3.6% | -5.0% | -4.6% |
| 6M | +1.2% | +18.3% | -17.1% | -9.2% |
| YTD | +5.9% | +31.5% | -25.5% | -10.4% |
| 1Y | +18.4% | +20.6% | -2.2% | +4.2% |
| 3Y | +271.0% | +82.5% | +188.4% | +155.7% |
| 5Y | +417.9% | +177.8% | +240.2% | +183.0% |
| 10Y | +152.0% | +705.0% | -553.1% | -18.5% |
| All | +2,780.0% | +20,265.8% | -17,485.8% | +152.0% |
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