+706.7%
ETN vs FDS
+64.8%
+641.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.3% |
| 7D | +3.5% | -14.0% | +17.5% | +8.3% |
| 30D | -7.5% | -6.2% | -1.3% | -6.2% |
| 3M | +8.3% | +10.2% | -1.8% | +2.3% |
| 6M | +20.2% | +27.4% | -7.3% | +4.2% |
| YTD | +34.7% | -9.3% | +43.9% | +33.8% |
| 1Y | +19.4% | -28.6% | +48.1% | +31.6% |
| 3Y | +85.5% | -36.8% | +122.3% | +113.3% |
| 5Y | +186.6% | -28.6% | +215.2% | +201.2% |
| All | +706.7% | +64.8% | +641.9% | +428.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling