+112.6%
ETN vs FN
+170.4%
-57.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +11.7% | -7.2% | +0.7% |
| 7D | -7.6% | 0.0% | -7.6% | -7.8% |
| 30D | -20.8% | -34.3% | +13.5% | -10.0% |
| 3M | -23.6% | -39.9% | +16.3% | -11.8% |
| 6M | -18.5% | -51.8% | +33.3% | -0.8% |
| YTD | +8.2% | -28.1% | +36.3% | +13.0% |
| 1Y | -8.7% | -29.1% | +20.4% | -4.7% |
| 3Y | +63.3% | +102.4% | -39.2% | +16.7% |
| All | +112.6% | +170.4% | -57.8% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling