+248.8%
XLF vs ETN
+730.7%
-481.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | -1.2% |
| 7D | -1.5% | +3.5% | -5.0% | -3.1% |
| 30D | -1.2% | -7.5% | +6.4% | +2.1% |
| 3M | +9.2% | +8.3% | +0.9% | +3.0% |
| 6M | +16.3% | +20.2% | -3.9% | +2.5% |
| YTD | +5.4% | +34.7% | -29.2% | -13.2% |
| 1Y | +7.6% | +19.4% | -11.8% | -6.5% |
| 3Y | +74.2% | +85.5% | -11.3% | +9.0% |
| 5Y | +66.1% | +186.6% | -120.5% | -23.7% |
| All | +248.8% | +730.7% | -481.9% | -14.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling