+229.2%
TER vs ETN
+18.3%
+211.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.0% | -1.4% | -2.7% |
| 7D | +6.4% | +3.5% | +2.8% | +1.4% |
| 30D | -5.7% | -7.5% | +1.8% | +4.7% |
| 3M | -0.4% | +8.3% | -8.7% | -9.4% |
| 6M | +25.8% | +20.2% | +5.7% | +1.9% |
| YTD | +96.4% | +34.7% | +61.7% | +36.6% |
| 1Y | +229.2% | +19.4% | +209.8% | +182.4% |
| All | +229.2% | +18.3% | +211.0% | +182.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling