+81.1%
ETN vs FE
+46.9%
+34.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.7% |
| 7D | +6.2% | -0.2% | +6.4% | +6.2% |
| 30D | -6.7% | -1.2% | -5.5% | -6.8% |
| 3M | +3.6% | +1.7% | +2.0% | +3.7% |
| 6M | +18.3% | -7.5% | +25.8% | +18.0% |
| YTD | +31.5% | +6.3% | +25.1% | +32.0% |
| 1Y | +20.6% | +10.9% | +9.7% | +21.4% |
| All | +81.1% | +46.9% | +34.2% | +74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling