+81.1%
ETN vs FDS
-32.7%
+113.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -1.9% |
| 7D | +6.2% | -8.8% | +15.0% | +5.4% |
| 30D | -6.7% | -1.4% | -5.3% | -6.7% |
| 3M | +3.6% | +13.9% | -10.3% | +5.1% |
| 6M | +18.3% | +27.4% | -9.1% | +19.3% |
| YTD | +31.5% | -2.5% | +33.9% | +38.0% |
| 1Y | +20.6% | -23.8% | +44.4% | +36.3% |
| All | +81.1% | -32.7% | +113.8% | +100.0% |
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