+149.6%
GOOGL vs ETN
+86.8%
+62.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.0% | -2.2% | +0.6% |
| 7D | 0.0% | +3.5% | -3.5% | -1.1% |
| 30D | -1.4% | -7.5% | +6.1% | +0.8% |
| 3M | -5.3% | +8.3% | -13.7% | -8.6% |
| 6M | +9.8% | +20.2% | -10.4% | +1.5% |
| YTD | +8.4% | +34.7% | -26.3% | -4.7% |
| 1Y | +41.2% | +19.4% | +21.7% | +29.7% |
| 3Y | +149.6% | +85.5% | +64.1% | +85.3% |
| All | +149.6% | +86.8% | +62.8% | +85.3% |
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