+19,963.1%
ETN vs FDX
+4,233.7%
+15,729.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.0% | +3.7% |
| 7D | +2.0% | -2.5% | +4.5% | +3.0% |
| 30D | -7.9% | +3.8% | -11.7% | -9.3% |
| 3M | -1.6% | -1.3% | -0.3% | -1.3% |
| 6M | +16.9% | +5.0% | +11.9% | +14.2% |
| YTD | +30.1% | +39.6% | -9.6% | +14.2% |
| 1Y | +19.3% | +81.1% | -61.8% | -5.2% |
| 3Y | +82.5% | +63.0% | +19.5% | +45.8% |
| 5Y | +166.8% | +65.6% | +101.2% | +104.5% |
| 10Y | +649.7% | +183.4% | +466.4% | +348.8% |
| All | +19,963.1% | +4,233.7% | +15,729.4% | +6,033.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling