+13,245.4%
GOOG vs ETN
+2,195.8%
+11,049.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.2% |
| 7D | -2.5% | +3.0% | -5.5% | -3.8% |
| 30D | -3.6% | -10.9% | +7.3% | +1.0% |
| 3M | -6.4% | +9.2% | -15.7% | -11.2% |
| 6M | +7.8% | +13.9% | -6.1% | -0.4% |
| YTD | +5.5% | +29.5% | -24.0% | -8.6% |
| 1Y | +38.3% | +14.2% | +24.1% | +26.2% |
| 3Y | +143.1% | +79.9% | +63.2% | +74.8% |
| 5Y | +135.0% | +175.7% | -40.7% | +37.2% |
| 10Y | +778.1% | +693.2% | +84.8% | +204.6% |
| All | +13,245.4% | +2,195.8% | +11,049.6% | +2,454.0% |
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