-31.3%
TER vs ETN
-12.6%
-18.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.7% | -3.2% |
| 7D | +14.4% | +3.6% | +10.7% | +9.9% |
| 30D | -30.6% | -13.4% | -17.2% | -16.0% |
| 3M | -39.2% | -21.9% | -17.3% | -14.9% |
| 6M | -31.3% | -12.8% | -18.5% | -15.5% |
| All | -31.3% | -12.6% | -18.7% | -15.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling