+64.3%
XLF vs ETN
+185.4%
-121.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | -0.5% |
| 7D | -1.5% | +3.5% | -5.0% | -2.5% |
| 30D | -1.2% | -7.5% | +6.4% | +0.9% |
| 3M | +9.2% | +8.3% | +0.9% | +5.4% |
| 6M | +16.3% | +20.2% | -3.9% | +7.3% |
| YTD | +5.4% | +34.7% | -29.2% | -7.1% |
| 1Y | +7.6% | +19.4% | -11.8% | -1.5% |
| 3Y | +74.2% | +85.5% | -11.3% | +24.0% |
| All | +64.3% | +185.4% | -121.1% | -12.9% |
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 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