+322.4%
NET vs ETN
+70.2%
+252.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.9% | +7.3% | +1.8% |
| 7D | -16.4% | -10.1% | -6.2% | -12.4% |
| 30D | -25.8% | -18.4% | -7.5% | -19.0% |
| 3M | -11.5% | -20.4% | +8.9% | -2.9% |
| 6M | +18.9% | -16.0% | +34.9% | +24.6% |
| YTD | +35.2% | +11.8% | +23.4% | +16.9% |
| 1Y | +14.5% | -5.5% | +19.9% | +10.0% |
| All | +322.4% | +70.2% | +252.2% | +122.6% |
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