+1,350.8%
ETN vs FN
+2,887.5%
-1,536.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +11.7% | -7.2% | +1.4% |
| 7D | -7.6% | 0.0% | -7.6% | -7.8% |
| 30D | -20.8% | -34.3% | +13.5% | -12.0% |
| 3M | -23.6% | -39.9% | +16.3% | -13.9% |
| 6M | -18.5% | -51.8% | +33.3% | -4.0% |
| YTD | +8.2% | -28.1% | +36.3% | +12.9% |
| 1Y | -8.7% | -29.1% | +20.4% | -4.8% |
| 3Y | +63.3% | +102.4% | -39.2% | +26.3% |
| 5Y | +115.6% | +171.7% | -56.1% | +51.1% |
| 10Y | +586.7% | +773.5% | -186.9% | +261.3% |
| All | +1,350.8% | +2,887.5% | -1,536.7% | +501.2% |
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