+85.5%
ETN vs FOXA
+117.6%
-32.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.8% | +3.8% |
| 7D | +3.5% | +0.8% | +2.7% | +3.4% |
| 30D | -7.5% | +5.0% | -12.6% | -8.2% |
| 3M | +8.3% | -3.0% | +11.4% | +9.3% |
| 6M | +20.2% | +14.8% | +5.4% | +16.1% |
| YTD | +34.7% | -8.9% | +43.6% | +37.9% |
| 1Y | +19.4% | +13.3% | +6.1% | +14.3% |
| 3Y | +85.5% | +115.4% | -29.9% | +54.7% |
| All | +85.5% | +117.6% | -32.1% | +54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling