+140.1%
GOOGL vs ETN
+185.4%
-45.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.0% | -2.2% | +0.3% |
| 7D | 0.0% | +3.5% | -3.5% | -1.3% |
| 30D | -1.4% | -7.5% | +6.1% | +1.3% |
| 3M | -5.3% | +8.3% | -13.7% | -9.3% |
| 6M | +9.8% | +20.2% | -10.4% | -0.2% |
| YTD | +8.4% | +34.7% | -26.3% | -7.0% |
| 1Y | +41.2% | +19.4% | +21.7% | +27.4% |
| 3Y | +149.6% | +85.5% | +64.1% | +73.1% |
| All | +140.1% | +185.4% | -45.3% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling