-5.5%
ETN vs FDX
+65.6%
-71.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +3.6% | -13.4% | -10.8% |
| 7D | -10.1% | +8.1% | -18.3% | -12.2% |
| 30D | -18.4% | +13.9% | -32.3% | -21.7% |
| 3M | -20.4% | +5.5% | -26.0% | -21.9% |
| 6M | -16.0% | +15.1% | -31.1% | -20.7% |
| YTD | +11.8% | +43.2% | -31.4% | -3.0% |
| 1Y | -5.5% | +65.0% | -70.5% | -18.9% |
| All | -5.5% | +65.6% | -71.1% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 1y: compounded portfolio wealth divided by compounded FDX 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…
1y analysis · Full analysis span regression · 6 months rolling