+715.7%
ETN vs USFR
+27.6%
+688.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +6.2% | +0.1% | +6.2% | +6.2% |
| 30D | -6.7% | +0.3% | -7.0% | -6.8% |
| 3M | +3.6% | +1.0% | +2.6% | +3.2% |
| 6M | +18.3% | +1.9% | +16.4% | +17.4% |
| YTD | +31.5% | +2.7% | +28.8% | +30.0% |
| 1Y | +20.6% | +4.0% | +16.6% | +18.6% |
| 3Y | +82.5% | +14.0% | +68.5% | +72.1% |
| 5Y | +177.8% | +20.4% | +157.4% | +155.6% |
| 10Y | +705.0% | +28.0% | +677.0% | +624.5% |
| All | +715.7% | +27.6% | +688.1% | +628.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling