+1,093.3%
XLI vs ETN
+6,409.0%
-5,315.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.7% |
| 7D | -0.6% | +6.2% | -6.8% | -3.6% |
| 30D | -6.9% | -6.7% | -0.3% | -3.9% |
| 3M | -1.9% | +3.6% | -5.5% | -5.0% |
| 6M | +1.0% | +18.3% | -17.3% | -9.3% |
| YTD | +11.3% | +31.5% | -20.1% | -5.7% |
| 1Y | +15.8% | +20.6% | -4.8% | +1.8% |
| 3Y | +69.8% | +82.5% | -12.7% | +14.7% |
| 5Y | +80.9% | +177.8% | -96.9% | -3.8% |
| 10Y | +257.2% | +705.0% | -447.8% | +6.8% |
| All | +1,093.3% | +6,409.0% | -5,315.7% | +39.1% |
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