+4,972.6%
ETN vs FFIV
+7,502.3%
-2,529.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +3.0% | +2.8% |
| 7D | +8.0% | -1.5% | +9.6% | +8.3% |
| 30D | -5.9% | -2.7% | -3.3% | -5.5% |
| 3M | +5.0% | -1.7% | +6.6% | +5.3% |
| 6M | +22.4% | +36.1% | -13.7% | +16.2% |
| YTD | +33.6% | +52.6% | -19.0% | +24.3% |
| 1Y | +22.1% | +21.5% | +0.6% | +17.5% |
| 3Y | +85.6% | +142.7% | -57.1% | +60.4% |
| 5Y | +179.2% | +92.6% | +86.7% | +148.6% |
| 10Y | +687.3% | +225.5% | +461.8% | +545.4% |
| All | +4,972.6% | +7,502.3% | -2,529.7% | +2,807.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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