+1,851.9%
TER vs ETN
+730.7%
+1,121.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.0% | -1.4% | -0.7% |
| 7D | +6.4% | +3.5% | +2.8% | +3.3% |
| 30D | -5.7% | -7.5% | +1.8% | +0.7% |
| 3M | -0.4% | +8.3% | -8.7% | -5.0% |
| 6M | +25.8% | +20.2% | +5.7% | +13.1% |
| YTD | +96.4% | +34.7% | +61.7% | +62.9% |
| 1Y | +229.2% | +19.4% | +209.8% | +201.2% |
| 3Y | +288.1% | +85.5% | +202.6% | +154.3% |
| 5Y | +219.9% | +186.6% | +33.3% | +53.6% |
| All | +1,851.9% | +730.7% | +1,121.2% | +420.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling