+1,209.0%
ETN vs FANG
+1,412.9%
-203.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | +3.5% | +2.9% | +0.6% | +2.8% |
| 30D | -7.5% | +2.6% | -10.1% | -8.2% |
| 3M | +8.3% | +7.6% | +0.8% | +6.0% |
| 6M | +20.2% | +17.3% | +2.9% | +14.7% |
| YTD | +34.7% | +38.7% | -4.0% | +23.3% |
| 1Y | +19.4% | +51.6% | -32.2% | +6.7% |
| 3Y | +85.5% | +50.0% | +35.5% | +63.7% |
| 5Y | +186.6% | +237.6% | -51.0% | +102.2% |
| 10Y | +724.7% | +180.7% | +544.0% | +401.8% |
| All | +1,209.0% | +1,412.9% | -203.8% | +495.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling