+193.9%
ETN vs FRSH
-72.5%
+266.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | +3.5% | -6.6% | +10.1% | +4.2% |
| 30D | -7.5% | +2.1% | -9.6% | -7.9% |
| 3M | +8.3% | +29.0% | -20.6% | +4.5% |
| 6M | +20.2% | +48.6% | -28.4% | +13.1% |
| YTD | +34.7% | -2.9% | +37.6% | +33.6% |
| 1Y | +19.4% | -7.9% | +27.4% | +19.3% |
| 3Y | +85.5% | -46.5% | +132.0% | +95.4% |
| All | +193.9% | -72.5% | +266.4% | +210.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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