-5.5%
ETN vs FLEX
+23.4%
-28.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -12.3% | +2.5% | -5.4% |
| 7D | -10.1% | -17.0% | +6.8% | -3.9% |
| 30D | -18.4% | -33.8% | +15.5% | -6.4% |
| 3M | -20.4% | -39.0% | +18.6% | -6.5% |
| 6M | -16.0% | -15.9% | -0.1% | -9.7% |
| YTD | +11.8% | +27.8% | -16.1% | -1.0% |
| 1Y | -5.5% | +25.0% | -30.4% | -15.4% |
| All | -5.5% | +23.4% | -28.9% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 1y: compounded portfolio wealth divided by compounded FLEX 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…
1y analysis · Full analysis span regression · 6 months rolling