-5.5%
ETN vs FTI
+57.1%
-62.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -3.4% | -6.5% | -8.8% |
| 7D | -10.1% | -9.7% | -0.5% | -7.4% |
| 30D | -18.4% | -8.2% | -10.2% | -16.3% |
| 3M | -20.4% | -7.8% | -12.6% | -18.3% |
| 6M | -16.0% | -13.4% | -2.6% | -12.7% |
| YTD | +11.8% | +45.1% | -33.3% | -4.0% |
| 1Y | -5.5% | +54.6% | -60.1% | -23.8% |
| All | -5.5% | +57.1% | -62.6% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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