+49.6%
F vs ETN
+179.3%
-129.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.7% | -7.0% | -5.5% |
| 7D | +1.2% | +8.0% | -6.9% | -2.5% |
| 30D | +1.2% | -5.9% | +7.1% | +3.8% |
| 3M | -5.7% | +5.0% | -10.6% | -9.5% |
| 6M | +17.9% | +22.4% | -4.5% | +3.3% |
| YTD | +10.4% | +33.6% | -23.2% | -8.1% |
| 1Y | +25.3% | +22.1% | +3.2% | +8.5% |
| 3Y | +37.5% | +85.6% | -48.1% | -19.5% |
| All | +49.6% | +179.3% | -129.7% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling