+20,513.9%
ETN vs FITB
+2,836.2%
+17,677.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.9% |
| 7D | +8.0% | +2.8% | +5.2% | +7.3% |
| 30D | -5.9% | -4.5% | -1.4% | -4.8% |
| 3M | +5.0% | +5.7% | -0.7% | +3.3% |
| 6M | +22.4% | +17.1% | +5.3% | +17.3% |
| YTD | +33.6% | +18.3% | +15.3% | +27.6% |
| 1Y | +22.1% | +23.9% | -1.8% | +15.1% |
| 3Y | +85.6% | +131.1% | -45.5% | +48.1% |
| 5Y | +179.2% | +71.1% | +108.2% | +136.6% |
| 10Y | +687.3% | +283.9% | +403.4% | +436.6% |
| All | +20,513.9% | +2,836.2% | +17,677.7% | +8,346.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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