+1,449.6%
NET vs ETN
+429.4%
+1,020.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.4% | -3.5% |
| 7D | -7.0% | +2.0% | -9.0% | -7.8% |
| 30D | -4.8% | -7.9% | +3.1% | -1.4% |
| 3M | +3.8% | -1.6% | +5.4% | +3.2% |
| 6M | +50.0% | +16.9% | +33.2% | +34.6% |
| YTD | +41.5% | +30.1% | +11.4% | +20.3% |
| 1Y | +32.8% | +19.3% | +13.5% | +17.8% |
| 3Y | +335.9% | +82.5% | +253.4% | +213.0% |
| 5Y | +113.8% | +166.8% | -53.0% | +29.5% |
| All | +1,449.6% | +429.4% | +1,020.2% | +828.0% |
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