+171.2%
ETN vs FN
+289.0%
-117.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.3% | +2.5% |
| 7D | +2.0% | -1.7% | +3.7% | +2.6% |
| 30D | -7.9% | -22.0% | +14.1% | -1.4% |
| 3M | -1.6% | -43.0% | +41.4% | +14.8% |
| 6M | +16.9% | -27.7% | +44.6% | +24.6% |
| YTD | +30.1% | -10.5% | +40.6% | +27.7% |
| 1Y | +19.3% | +12.5% | +6.8% | +8.1% |
| 3Y | +82.5% | +153.8% | -71.3% | +22.5% |
| All | +171.2% | +289.0% | -117.8% | +48.1% |
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