+188.5%
ETN vs FGI
-69.8%
+258.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.9% | +2.7% |
| 7D | +8.0% | +5.2% | +2.9% | +8.0% |
| 30D | -5.9% | +65.2% | -71.1% | -7.0% |
| 3M | +5.0% | +30.2% | -25.2% | +4.0% |
| 6M | +22.4% | +87.8% | -65.4% | +19.5% |
| YTD | +33.6% | +32.5% | +1.2% | +31.0% |
| 1Y | +22.1% | +93.6% | -71.5% | +18.4% |
| 3Y | +85.6% | -2.6% | +88.2% | +81.9% |
| All | +188.5% | -69.8% | +258.3% | +188.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling