+4,132.6%
ETN vs FTI
+2,107.5%
+2,025.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +6.2% | -2.3% | +8.6% | +7.0% |
| 30D | -6.7% | +5.0% | -11.7% | -8.2% |
| 3M | +3.6% | +13.8% | -10.2% | -1.2% |
| 6M | +18.3% | +22.9% | -4.6% | +9.6% |
| YTD | +31.5% | +75.0% | -43.5% | +8.2% |
| 1Y | +20.6% | +96.9% | -76.3% | -5.1% |
| 3Y | +82.5% | +276.7% | -194.2% | +13.0% |
| 5Y | +177.8% | +1,157.0% | -979.2% | +5.9% |
| 10Y | +705.0% | +310.7% | +394.3% | +275.7% |
| All | +4,132.6% | +2,107.5% | +2,025.1% | +877.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling