+4,574.5%
ETN vs FE
+561.4%
+4,013.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.0% | +3.7% |
| 7D | +2.0% | +1.9% | +0.1% | +1.3% |
| 30D | -7.9% | -1.2% | -6.8% | -7.6% |
| 3M | -1.6% | +3.5% | -5.1% | -3.3% |
| 6M | +16.9% | -6.1% | +22.9% | +18.9% |
| YTD | +30.1% | +7.6% | +22.5% | +25.8% |
| 1Y | +19.3% | +11.9% | +7.4% | +13.4% |
| 3Y | +82.5% | +48.4% | +34.1% | +52.5% |
| 5Y | +166.8% | +44.8% | +122.1% | +122.9% |
| 10Y | +649.7% | +115.9% | +533.8% | +411.8% |
| All | +4,574.5% | +561.4% | +4,013.1% | +2,336.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling