+573.4%
ETN vs FND
+56.5%
+516.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.7% |
| 7D | +3.5% | -5.8% | +9.3% | +5.0% |
| 30D | -7.5% | -20.2% | +12.7% | -2.2% |
| 3M | +8.3% | -12.0% | +20.3% | +10.8% |
| 6M | +20.2% | -18.5% | +38.7% | +24.4% |
| YTD | +34.7% | -22.3% | +56.9% | +40.4% |
| 1Y | +19.4% | -47.6% | +67.1% | +37.5% |
| 3Y | +85.5% | -49.8% | +135.3% | +107.2% |
| 5Y | +186.6% | -63.0% | +249.6% | +230.3% |
| All | +573.4% | +56.5% | +516.9% | +432.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling