+1,381.0%
NET vs ETN
+354.9%
+1,026.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.9% | +7.3% | +1.7% |
| 7D | -16.4% | -10.1% | -6.2% | -12.5% |
| 30D | -25.8% | -18.4% | -7.5% | -19.2% |
| 3M | -11.5% | -20.4% | +8.9% | -3.2% |
| 6M | +18.9% | -16.0% | +34.9% | +24.6% |
| YTD | +35.2% | +11.8% | +23.4% | +21.8% |
| 1Y | +14.5% | -5.5% | +19.9% | +11.9% |
| 3Y | +313.8% | +70.0% | +243.8% | +204.8% |
| 5Y | +32.6% | +121.9% | -89.3% | -14.6% |
| All | +1,381.0% | +354.9% | +1,026.1% | +839.7% |
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 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