+1,866.0%
T vs ETN
+20,604.7%
-18,738.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.1% | -1.0% |
| 7D | -1.5% | +8.0% | -9.6% | -3.6% |
| 30D | +7.6% | -5.9% | +13.5% | +9.1% |
| 3M | +15.3% | +5.0% | +10.3% | +12.3% |
| 6M | -8.5% | +22.4% | -30.9% | -15.2% |
| YTD | +6.8% | +33.6% | -26.9% | -3.8% |
| 1Y | -7.2% | +22.1% | -29.4% | -14.9% |
| 3Y | +108.2% | +85.6% | +22.7% | +61.0% |
| 5Y | +66.1% | +179.2% | -113.2% | +10.5% |
| 10Y | +65.3% | +687.3% | -622.0% | -22.6% |
| All | +1,866.0% | +20,604.7% | -18,738.7% | +274.3% |
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