+414.6%
XLF vs ETN
+6,568.1%
-6,153.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | -1.4% |
| 7D | -1.5% | +3.5% | -5.0% | -3.4% |
| 30D | -1.2% | -7.5% | +6.4% | +2.6% |
| 3M | +9.2% | +8.3% | +0.9% | +2.2% |
| 6M | +16.3% | +20.2% | -3.9% | +1.2% |
| YTD | +5.4% | +34.7% | -29.2% | -14.6% |
| 1Y | +7.6% | +19.4% | -11.8% | -7.8% |
| 3Y | +74.2% | +85.5% | -11.3% | +8.9% |
| 5Y | +66.1% | +186.6% | -120.5% | -21.2% |
| 10Y | +252.8% | +724.7% | -471.9% | -11.7% |
| All | +414.6% | +6,568.1% | -6,153.4% | -52.7% |
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 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