+706.7%
ETN vs FE
+114.2%
+592.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.2% | +4.0% |
| 7D | +3.5% | -1.4% | +4.9% | +4.0% |
| 30D | -7.5% | -1.9% | -5.6% | -7.0% |
| 3M | +8.3% | -0.2% | +8.5% | +8.1% |
| 6M | +20.2% | -7.1% | +27.3% | +22.4% |
| YTD | +34.7% | +6.1% | +28.5% | +31.4% |
| 1Y | +19.4% | +10.1% | +9.4% | +15.0% |
| 3Y | +85.5% | +46.9% | +38.7% | +58.3% |
| 5Y | +186.6% | +50.0% | +136.6% | +140.3% |
| All | +706.7% | +114.2% | +592.4% | +562.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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