+4,643.8%
ETN vs FLUT
+2,054.3%
+2,589.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.6% | +3.6% |
| 7D | +2.0% | -1.6% | +3.6% | +2.1% |
| 30D | -7.9% | +7.7% | -15.7% | -8.4% |
| 3M | -1.6% | -0.7% | -0.9% | -1.9% |
| 6M | +16.9% | -11.2% | +28.0% | +17.2% |
| YTD | +30.1% | -53.4% | +83.5% | +35.7% |
| 1Y | +19.3% | -65.8% | +85.1% | +26.8% |
| 3Y | +82.5% | -44.9% | +127.5% | +88.2% |
| 5Y | +166.8% | -49.7% | +216.5% | +172.7% |
| 10Y | +649.7% | -9.7% | +659.4% | +644.2% |
| All | +4,643.8% | +2,054.3% | +2,589.6% | +4,478.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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