+64.5%
ETN vs FDS
-23.3%
+87.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.6% |
| 7D | +3.6% | +1.5% | +2.1% | +3.8% |
| 30D | -13.4% | +14.8% | -28.2% | -11.7% |
| 3M | -21.9% | +16.3% | -38.2% | -20.0% |
| 6M | -12.8% | +66.2% | -79.0% | -9.3% |
| YTD | +12.1% | +16.2% | -4.1% | +20.8% |
| 1Y | +0.8% | +21.8% | -21.0% | +7.5% |
| 3Y | +64.5% | -23.9% | +88.4% | +96.8% |
| All | +64.5% | -23.3% | +87.8% | +96.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling