+17,486.9%
ETN vs FAST
+79,969.5%
-62,482.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +10.1% | +5.0% | +5.1% | +8.5% |
| 30D | -15.9% | +8.6% | -24.5% | -18.1% |
| 3M | -21.7% | +6.9% | -28.6% | -23.4% |
| 6M | -10.1% | +29.6% | -39.7% | -17.3% |
| YTD | +14.0% | +41.4% | -27.4% | +1.9% |
| 1Y | -1.7% | +38.5% | -40.2% | -11.6% |
| 3Y | +67.9% | +98.7% | -30.9% | +34.0% |
| 5Y | +125.5% | +108.0% | +17.5% | +77.2% |
| 10Y | +553.3% | +549.3% | +4.0% | +270.5% |
| All | +17,486.9% | +79,969.5% | -62,482.6% | +5,687.2% |
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