-5.5%
ETN vs FN
-25.7%
+20.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -6.0% | -3.9% | -7.9% |
| 7D | -10.1% | -7.0% | -3.1% | -8.1% |
| 30D | -18.4% | -24.7% | +6.3% | -11.2% |
| 3M | -20.4% | -35.7% | +15.2% | -10.3% |
| 6M | -16.0% | -52.4% | +36.4% | +1.5% |
| YTD | +11.8% | -25.0% | +36.7% | +15.7% |
| 1Y | -5.5% | -25.7% | +20.2% | -2.4% |
| All | -5.5% | -25.7% | +20.2% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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