+632.4%
GEV vs ETN
+39.6%
+592.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.0% | -0.4% | -0.3% |
| 7D | +1.6% | +3.5% | -1.9% | -1.8% |
| 30D | -7.9% | -7.5% | -0.4% | -0.5% |
| 3M | +5.6% | +8.3% | -2.7% | -3.1% |
| 6M | +13.1% | +20.2% | -7.1% | -8.3% |
| YTD | +46.7% | +34.7% | +12.1% | +4.7% |
| 1Y | +51.3% | +19.4% | +31.8% | +22.6% |
| All | +632.4% | +39.6% | +592.8% | +434.9% |
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