+19,963.1%
ETN vs FAST
+71,032.5%
-51,069.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.2% |
| 7D | +2.0% | -0.4% | +2.4% | +2.1% |
| 30D | -7.9% | -0.8% | -7.1% | -7.7% |
| 3M | -1.6% | +5.8% | -7.4% | -3.4% |
| 6M | +16.9% | +8.0% | +8.9% | +13.9% |
| YTD | +30.1% | +25.6% | +4.4% | +20.8% |
| 1Y | +19.3% | +0.8% | +18.5% | +18.3% |
| 3Y | +82.5% | +86.1% | -3.6% | +48.9% |
| 5Y | +166.8% | +100.2% | +66.6% | +112.7% |
| 10Y | +649.7% | +494.2% | +155.5% | +338.3% |
| All | +19,963.1% | +71,032.5% | -51,069.5% | +6,757.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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