+177.8%
ETN vs FIVE
+35.6%
+142.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -1.1% |
| 7D | +6.2% | +1.7% | +4.6% | +5.9% |
| 30D | -6.7% | +5.0% | -11.7% | -7.8% |
| 3M | +3.6% | +29.5% | -25.9% | -2.3% |
| 6M | +18.3% | +12.4% | +5.9% | +14.3% |
| YTD | +31.5% | +31.2% | +0.3% | +22.7% |
| 1Y | +20.6% | +72.9% | -52.3% | +5.7% |
| 3Y | +82.5% | +53.0% | +29.5% | +54.2% |
| 5Y | +177.8% | +34.2% | +143.6% | +132.3% |
| All | +177.8% | +35.6% | +142.2% | +132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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