+211.9%
TER vs ETN
+171.0%
+40.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.1% | -2.1% |
| 7D | +9.4% | +3.0% | +6.3% | +6.3% |
| 30D | -2.4% | -10.9% | +8.5% | +9.4% |
| 3M | +6.5% | +9.2% | -2.7% | -0.1% |
| 6M | +23.2% | +13.9% | +9.3% | +13.6% |
| YTD | +91.5% | +29.5% | +61.9% | +58.6% |
| 1Y | +214.8% | +14.2% | +200.6% | +193.3% |
| 3Y | +275.3% | +79.9% | +195.5% | +128.2% |
| 5Y | +211.9% | +175.7% | +36.2% | +21.7% |
| All | +211.9% | +171.0% | +40.9% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling