-1.7%
ETN vs FE
+4.7%
-6.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.5% |
| 7D | +10.1% | -0.3% | +10.4% | +10.0% |
| 30D | -15.9% | +3.9% | -19.8% | -15.2% |
| 3M | -21.7% | -0.1% | -21.6% | -21.6% |
| 6M | -10.1% | +6.1% | -16.2% | -9.9% |
| YTD | +14.0% | +8.1% | +6.0% | +13.0% |
| 1Y | -1.7% | +4.4% | -6.1% | -2.0% |
| All | -1.7% | +4.7% | -6.4% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling