+1,362.9%
ETN vs FIVE
+868.1%
+494.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.1% | -1.6% | +2.3% |
| 7D | +2.0% | +4.3% | -2.3% | +1.1% |
| 30D | -7.9% | +12.5% | -20.4% | -10.5% |
| 3M | -1.6% | +31.2% | -32.9% | -7.8% |
| 6M | +16.9% | +14.4% | +2.5% | +12.2% |
| YTD | +30.1% | +33.9% | -3.8% | +20.4% |
| 1Y | +19.3% | +65.1% | -45.8% | +5.1% |
| 3Y | +82.5% | +49.0% | +33.6% | +54.9% |
| 5Y | +166.8% | +30.3% | +136.6% | +125.9% |
| 10Y | +649.7% | +481.1% | +168.6% | +354.3% |
| All | +1,362.9% | +868.1% | +494.7% | +715.8% |
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