+183.8%
ETN vs FGI
-69.1%
+252.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -1.7% |
| 7D | +6.2% | +14.7% | -8.5% | +6.1% |
| 30D | -6.7% | +67.0% | -73.6% | -7.7% |
| 3M | +3.6% | +31.0% | -27.4% | +2.7% |
| 6M | +18.3% | +126.8% | -108.5% | +15.2% |
| YTD | +31.5% | +35.6% | -4.2% | +28.8% |
| 1Y | +20.6% | +108.9% | -88.4% | +16.8% |
| 3Y | +82.5% | -0.3% | +82.8% | +78.9% |
| All | +183.8% | -69.1% | +252.8% | +184.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling