+510.1%
ETN vs FOXA
+92.4%
+417.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.8% | +3.6% |
| 7D | +3.5% | +0.8% | +2.7% | +3.2% |
| 30D | -7.5% | +5.0% | -12.6% | -9.4% |
| 3M | +8.3% | -3.0% | +11.4% | +7.7% |
| 6M | +20.2% | +14.8% | +5.4% | +11.4% |
| YTD | +34.7% | -8.9% | +43.6% | +36.2% |
| 1Y | +19.4% | +13.3% | +6.1% | +9.8% |
| 3Y | +85.5% | +115.4% | -29.9% | +26.9% |
| 5Y | +186.6% | +95.3% | +91.3% | +99.8% |
| All | +510.1% | +92.4% | +417.7% | +245.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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