+85.5%
ETN vs USFR
+14.1%
+71.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.2% |
| 7D | +3.5% | +0.1% | +3.4% | +4.1% |
| 30D | -7.5% | +0.4% | -7.9% | -6.1% |
| 3M | +8.3% | +1.0% | +7.3% | +13.4% |
| 6M | +20.2% | +2.0% | +18.2% | +28.9% |
| YTD | +34.7% | +2.8% | +31.9% | +45.8% |
| 1Y | +19.4% | +4.1% | +15.4% | +31.0% |
| 3Y | +85.5% | +14.1% | +71.4% | +127.1% |
| All | +85.5% | +14.1% | +71.4% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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