+706.7%
ETN vs FTV
+80.7%
+625.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.6% | +3.7% |
| 7D | +3.5% | -4.0% | +7.5% | +6.6% |
| 30D | -7.5% | -11.0% | +3.5% | +0.6% |
| 3M | +8.3% | -8.4% | +16.7% | +14.8% |
| 6M | +20.2% | -2.6% | +22.7% | +21.1% |
| YTD | +34.7% | -0.6% | +35.3% | +31.4% |
| 1Y | +19.4% | +11.0% | +8.5% | +6.6% |
| 3Y | +85.5% | -6.3% | +91.8% | +86.3% |
| 5Y | +186.6% | -1.5% | +188.1% | +173.0% |
| All | +706.7% | +80.7% | +625.9% | +398.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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