+507.9%
F vs ETN
+17,327.2%
-16,819.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.1% |
| 7D | +1.0% | -9.3% | +10.3% | +5.6% |
| 30D | +2.1% | -17.3% | +19.4% | +11.5% |
| 3M | -10.3% | -20.1% | +9.9% | -1.0% |
| 6M | +3.3% | -11.3% | +14.6% | +4.8% |
| YTD | -2.0% | +12.5% | -14.5% | -14.3% |
| 1Y | -2.3% | -5.6% | +3.3% | -5.8% |
| 3Y | +49.9% | +65.6% | -15.7% | -2.3% |
| 5Y | -12.5% | +122.4% | -134.9% | -52.3% |
| 10Y | +74.3% | +531.4% | -457.2% | -48.8% |
| All | +507.9% | +17,327.2% | -16,819.4% | -65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling