+1,182.3%
ETN vs FIVE
+848.8%
+333.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | +10.1% | +2.4% | +7.7% | +9.6% |
| 30D | -15.9% | +15.8% | -31.8% | -18.8% |
| 3M | -21.7% | +3.8% | -25.5% | -22.7% |
| 6M | -10.1% | +18.5% | -28.6% | -14.4% |
| YTD | +14.0% | +31.2% | -17.2% | +5.7% |
| 1Y | -1.7% | +61.8% | -63.5% | -13.2% |
| 3Y | +67.9% | +39.9% | +28.0% | +44.2% |
| 5Y | +125.5% | +18.3% | +107.2% | +94.8% |
| 10Y | +553.3% | +510.0% | +43.3% | +293.0% |
| All | +1,182.3% | +848.8% | +333.5% | +615.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling