-5.5%
ETN vs FRMI
-93.1%
+87.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -10.6% | +0.7% | -8.5% |
| 7D | -10.1% | -39.7% | +29.6% | -4.4% |
| 30D | -18.4% | -55.2% | +36.8% | -10.4% |
| 3M | -20.4% | -71.2% | +50.7% | -8.6% |
| 6M | -16.0% | -64.1% | +48.1% | -7.6% |
| YTD | +11.8% | -77.2% | +89.0% | +27.1% |
| 1Y | -5.5% | -93.2% | +87.7% | +26.8% |
| All | -5.5% | -93.1% | +87.6% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling