+889.2%
XLV vs ETN
+6,568.1%
-5,678.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.1% | -1.3% |
| 7D | -3.6% | +3.5% | -7.1% | -4.6% |
| 30D | -1.8% | -7.5% | +5.7% | +0.1% |
| 3M | +7.8% | +8.3% | -0.5% | +4.0% |
| 6M | +9.1% | +20.2% | -11.1% | +1.3% |
| YTD | +7.7% | +34.7% | -26.9% | -3.6% |
| 1Y | +20.4% | +19.4% | +1.0% | +11.1% |
| 3Y | +30.8% | +85.5% | -54.7% | +1.5% |
| 5Y | +34.6% | +186.6% | -152.0% | -10.5% |
| 10Y | +173.4% | +724.7% | -551.3% | +26.6% |
| All | +889.2% | +6,568.1% | -5,678.9% | +150.0% |
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