+180.8%
ETN vs FGI
-70.4%
+251.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.5% | -4.1% | +3.4% |
| 7D | +2.0% | +0.5% | +1.5% | +2.0% |
| 30D | -7.9% | +65.4% | -73.3% | -8.9% |
| 3M | -1.6% | +23.5% | -25.1% | -2.4% |
| 6M | +16.9% | +60.5% | -43.7% | +14.3% |
| YTD | +30.1% | +30.0% | +0.1% | +27.5% |
| 1Y | +19.3% | +82.1% | -62.8% | +15.8% |
| 3Y | +82.5% | -4.4% | +86.9% | +78.9% |
| All | +180.8% | -70.4% | +251.1% | +181.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling