+1,425.4%
ETN vs FN
+3,241.9%
-1,816.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +11.9% | -6.7% | +2.0% |
| 7D | -1.8% | +16.3% | -18.1% | -5.9% |
| 30D | -16.4% | -24.7% | +8.4% | -10.4% |
| 3M | -19.9% | -34.9% | +15.0% | -11.7% |
| 6M | -10.3% | -41.1% | +30.8% | +0.3% |
| YTD | +13.8% | -19.6% | +33.4% | +15.1% |
| 1Y | -3.1% | -18.5% | +15.5% | -2.5% |
| 3Y | +70.1% | +119.1% | -49.0% | +28.7% |
| 5Y | +122.3% | +206.9% | -84.6% | +50.9% |
| 10Y | +561.5% | +826.4% | -265.0% | +241.2% |
| All | +1,425.4% | +3,241.9% | -1,816.5% | +513.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling