+318.3%
INTC vs ETN
+18.3%
+300.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.0% | -1.4% | -0.9% |
| 7D | +7.5% | +3.5% | +3.9% | +4.3% |
| 30D | +2.0% | -7.5% | +9.5% | +9.3% |
| 3M | -12.0% | +8.3% | -20.3% | -17.0% |
| 6M | +114.5% | +20.2% | +94.4% | +83.6% |
| YTD | +179.0% | +34.7% | +144.3% | +119.3% |
| 1Y | +318.3% | +19.4% | +298.8% | +273.4% |
| All | +318.3% | +18.3% | +300.0% | +273.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling