+142.0%
ETN vs FGI
-74.8%
+216.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -25.2% | +23.5% | -1.4% |
| 7D | +3.6% | -14.4% | +18.0% | +3.7% |
| 30D | -13.4% | -11.8% | -1.6% | -13.3% |
| 3M | -21.9% | -46.2% | +24.3% | -21.5% |
| 6M | -12.8% | +5.2% | -18.0% | -13.5% |
| YTD | +12.1% | +10.5% | +1.6% | +10.0% |
| 1Y | +0.8% | +25.5% | -24.7% | -1.2% |
| 3Y | +64.5% | -16.0% | +80.5% | +61.2% |
| All | +142.0% | -74.8% | +216.8% | +142.6% |
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