+706.7%
ETN vs FTI
+305.3%
+401.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.7% |
| 7D | +3.5% | -4.4% | +7.9% | +4.8% |
| 30D | -7.5% | +1.5% | -9.0% | -7.9% |
| 3M | +8.3% | +8.2% | +0.1% | +5.7% |
| 6M | +20.2% | +18.8% | +1.4% | +14.0% |
| YTD | +34.7% | +71.7% | -37.0% | +15.7% |
| 1Y | +19.4% | +90.0% | -70.6% | -0.5% |
| 3Y | +85.5% | +270.5% | -185.0% | +27.4% |
| 5Y | +186.6% | +1,084.5% | -897.9% | +37.4% |
| All | +706.7% | +305.3% | +401.4% | +339.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling