+3,928.3%
ETN vs FE
+571.3%
+3,357.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.1% |
| 7D | +3.6% | +1.2% | +2.4% | +3.2% |
| 30D | -13.4% | +4.5% | -17.9% | -14.9% |
| 3M | -21.9% | +1.3% | -23.2% | -22.5% |
| 6M | -12.8% | +8.7% | -21.4% | -15.9% |
| YTD | +12.1% | +9.2% | +2.9% | +7.6% |
| 1Y | +0.8% | +7.0% | -6.1% | -2.6% |
| 3Y | +64.5% | +51.4% | +13.1% | +36.3% |
| 5Y | +121.7% | +47.7% | +74.0% | +83.6% |
| 10Y | +542.2% | +125.0% | +417.2% | +331.8% |
| All | +3,928.3% | +571.3% | +3,357.0% | +1,984.2% |
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