+4,015.6%
ETN vs FE
+564.6%
+3,451.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +2.4% | -0.4% | +2.8% | +2.6% |
| 30D | -15.2% | +3.6% | -18.8% | -16.4% |
| 3M | -21.2% | +0.3% | -21.6% | -21.5% |
| 6M | -13.5% | +6.4% | -19.9% | -16.0% |
| YTD | +14.5% | +8.1% | +6.4% | +10.3% |
| 1Y | -0.9% | +4.6% | -5.5% | -3.4% |
| 3Y | +68.6% | +49.1% | +19.5% | +40.6% |
| 5Y | +129.0% | +46.1% | +82.9% | +90.4% |
| 10Y | +556.1% | +122.7% | +433.4% | +342.8% |
| All | +4,015.6% | +564.6% | +3,451.0% | +2,037.4% |
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