+81.8%
XLI vs ETN
+185.4%
-103.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | -0.6% |
| 7D | -1.7% | +3.5% | -5.2% | -3.1% |
| 30D | -7.3% | -7.5% | +0.3% | -4.4% |
| 3M | -1.3% | +8.3% | -9.7% | -5.5% |
| 6M | +2.2% | +20.2% | -17.9% | -7.0% |
| YTD | +11.7% | +34.7% | -23.0% | -3.6% |
| 1Y | +14.3% | +19.4% | -5.2% | +3.3% |
| 3Y | +70.3% | +85.5% | -15.2% | +17.8% |
| All | +81.8% | +185.4% | -103.5% | -6.3% |
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