+67.3%
F vs ETN
+541.6%
-474.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +1.0% |
| 7D | -3.1% | +3.6% | -6.7% | -5.1% |
| 30D | 0.0% | -13.4% | +13.4% | +6.6% |
| 3M | -13.2% | -21.9% | +8.7% | -2.7% |
| 6M | -10.2% | -12.8% | +2.6% | -8.0% |
| YTD | -4.9% | +12.1% | -17.0% | -18.3% |
| 1Y | -6.1% | +0.8% | -6.9% | -13.9% |
| 3Y | +46.0% | +64.5% | -18.5% | -13.9% |
| 5Y | -15.7% | +121.7% | -137.4% | -61.3% |
| All | +67.3% | +541.6% | -474.3% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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