+129.0%
ETN vs FIVE
+19.0%
+110.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.0% |
| 7D | +2.4% | -0.5% | +3.0% | +2.6% |
| 30D | -15.2% | +17.4% | -32.6% | -18.1% |
| 3M | -21.2% | +7.0% | -28.3% | -22.7% |
| 6M | -13.5% | +20.5% | -33.9% | -17.7% |
| YTD | +14.5% | +33.1% | -18.6% | +6.2% |
| 1Y | -0.9% | +67.1% | -67.9% | -12.5% |
| 3Y | +68.6% | +41.9% | +26.7% | +45.3% |
| 5Y | +129.0% | +21.1% | +108.0% | +96.3% |
| All | +129.0% | +19.0% | +110.0% | +96.3% |
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