+706.7%
ETN vs FDX
+182.5%
+524.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +3.9% |
| 7D | +3.5% | -3.3% | +6.8% | +4.9% |
| 30D | -7.5% | -4.5% | -3.0% | -5.9% |
| 3M | +8.3% | -7.3% | +15.7% | +11.4% |
| 6M | +20.2% | +7.5% | +12.6% | +15.8% |
| YTD | +34.7% | +35.1% | -0.4% | +17.9% |
| 1Y | +19.4% | +71.4% | -52.0% | -5.6% |
| 3Y | +85.5% | +60.8% | +24.7% | +43.8% |
| 5Y | +186.6% | +65.5% | +121.1% | +110.6% |
| All | +706.7% | +182.5% | +524.2% | +304.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling