+489.0%
F vs ETN
+17,564.3%
-17,075.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.4% | -2.6% |
| 7D | -3.9% | +10.1% | -14.0% | -9.1% |
| 30D | -0.5% | -15.9% | +15.5% | +7.6% |
| 3M | -12.9% | -21.7% | +8.8% | -2.8% |
| 6M | +1.5% | -10.1% | +11.6% | +2.5% |
| YTD | -5.0% | +14.0% | -19.0% | -17.6% |
| 1Y | -7.3% | -1.7% | -5.7% | -12.7% |
| 3Y | +45.3% | +67.9% | -22.6% | -6.1% |
| 5Y | -15.8% | +125.5% | -141.3% | -54.5% |
| 10Y | +64.2% | +553.3% | -489.1% | -52.7% |
| All | +489.0% | +17,564.3% | -17,075.3% | -66.3% |
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 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