+8,574.6%
ETN vs FLEX
+7,857.5%
+717.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.4% | -1.6% | +1.8% |
| 7D | +8.0% | +7.0% | +1.1% | +6.5% |
| 30D | -5.9% | -5.8% | -0.1% | -4.7% |
| 3M | +5.0% | -24.2% | +29.2% | +11.1% |
| 6M | +22.4% | +90.8% | -68.4% | +4.7% |
| YTD | +33.6% | +89.2% | -55.6% | +14.1% |
| 1Y | +22.1% | +104.7% | -82.6% | +2.5% |
| 3Y | +85.6% | +478.1% | -392.5% | +25.2% |
| 5Y | +179.2% | +726.2% | -547.0% | +74.0% |
| 10Y | +687.3% | +1,060.6% | -373.3% | +336.3% |
| All | +8,574.6% | +7,857.5% | +717.1% | +3,079.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling