+555.7%
ETN vs FE
+123.7%
+432.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | +10.1% | -0.3% | +10.4% | +10.2% |
| 30D | -15.9% | +3.9% | -19.8% | -17.0% |
| 3M | -21.7% | -0.1% | -21.6% | -21.8% |
| 6M | -10.1% | +6.1% | -16.2% | -12.2% |
| YTD | +14.0% | +8.1% | +6.0% | +10.5% |
| 1Y | -1.7% | +4.4% | -6.1% | -3.8% |
| 3Y | +67.9% | +49.0% | +18.9% | +42.2% |
| 5Y | +125.5% | +46.1% | +79.4% | +90.4% |
| All | +555.7% | +123.7% | +432.0% | +435.0% |
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