+14,784.7%
TER vs ETN
+20,604.7%
-5,820.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +2.2% |
| 7D | +11.0% | +8.0% | +2.9% | +5.0% |
| 30D | -1.9% | -5.9% | +4.0% | +2.8% |
| 3M | -0.7% | +5.0% | -5.6% | -2.2% |
| 6M | +36.4% | +22.4% | +14.0% | +22.8% |
| YTD | +92.4% | +33.6% | +58.8% | +63.8% |
| 1Y | +213.5% | +22.1% | +191.4% | +186.3% |
| 3Y | +277.2% | +85.6% | +191.7% | +156.0% |
| 5Y | +219.1% | +179.2% | +39.9% | +65.0% |
| 10Y | +1,744.2% | +687.3% | +1,056.9% | +352.6% |
| All | +14,784.7% | +20,604.7% | -5,820.0% | +540.2% |
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