+8,165.7%
ETN vs FDS
+9,090.7%
-925.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.3% | +7.0% | +4.0% |
| 7D | +8.0% | -5.4% | +13.4% | +9.6% |
| 30D | -5.9% | +1.6% | -7.5% | -6.7% |
| 3M | +5.0% | +17.7% | -12.8% | -2.1% |
| 6M | +22.4% | +29.1% | -6.7% | +9.1% |
| YTD | +33.6% | +1.0% | +32.7% | +27.3% |
| 1Y | +22.1% | -21.6% | +43.8% | +24.7% |
| 3Y | +85.6% | -30.1% | +115.7% | +95.1% |
| 5Y | +179.2% | -20.7% | +200.0% | +179.9% |
| 10Y | +687.3% | +78.3% | +609.0% | +510.5% |
| All | +8,165.7% | +9,090.7% | -925.0% | +3,254.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling