+9,883.5%
TER vs ETN
+17,265.7%
-7,382.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.7% | -4.2% |
| 7D | +14.4% | +3.6% | +10.7% | +11.9% |
| 30D | -30.6% | -13.4% | -17.2% | -22.2% |
| 3M | -39.2% | -21.9% | -17.3% | -26.0% |
| 6M | -31.3% | -12.8% | -18.5% | -21.0% |
| YTD | +29.1% | +12.1% | +17.0% | +26.6% |
| 1Y | +47.4% | +0.8% | +46.6% | +55.8% |
| 3Y | +191.2% | +64.5% | +126.8% | +120.7% |
| 5Y | +74.0% | +121.7% | -47.7% | +7.6% |
| 10Y | +1,005.1% | +542.2% | +462.9% | +220.4% |
| All | +9,883.5% | +17,265.7% | -7,382.2% | +394.9% |
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