+85.5%
ETN vs FTV
-5.2%
+90.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.6% | +3.8% |
| 7D | +3.5% | -4.0% | +7.5% | +5.9% |
| 30D | -7.5% | -11.0% | +3.5% | -1.2% |
| 3M | +8.3% | -8.4% | +16.7% | +13.4% |
| 6M | +20.2% | -2.6% | +22.7% | +21.0% |
| YTD | +34.7% | -0.6% | +35.3% | +31.8% |
| 1Y | +19.4% | +11.0% | +8.5% | +7.7% |
| 3Y | +85.5% | -6.3% | +91.8% | +96.1% |
| All | +85.5% | -5.2% | +90.7% | +96.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling