+253.9%
XLI vs ETN
+730.7%
-476.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | -1.0% |
| 7D | -1.7% | +3.5% | -5.2% | -3.5% |
| 30D | -7.3% | -7.5% | +0.3% | -3.7% |
| 3M | -1.3% | +8.3% | -9.7% | -6.7% |
| 6M | +2.2% | +20.2% | -17.9% | -9.4% |
| YTD | +11.7% | +34.7% | -23.0% | -7.5% |
| 1Y | +14.3% | +19.4% | -5.2% | +0.3% |
| 3Y | +70.3% | +85.5% | -15.2% | +8.8% |
| 5Y | +82.3% | +186.6% | -104.3% | -13.6% |
| All | +253.9% | +730.7% | -476.8% | -9.5% |
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