+19.4%
ETN vs FANG
+52.7%
-33.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | +3.5% | +2.9% | +0.6% | +3.6% |
| 30D | -7.5% | +2.6% | -10.1% | -7.5% |
| 3M | +8.3% | +7.6% | +0.8% | +8.7% |
| 6M | +20.2% | +17.3% | +2.9% | +19.2% |
| YTD | +34.7% | +38.7% | -4.0% | +31.6% |
| 1Y | +19.4% | +51.6% | -32.2% | +19.2% |
| All | +19.4% | +52.7% | -33.2% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling