+615.0%
F vs ETN
+20,051.4%
-19,436.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | -0.5% |
| 7D | +5.3% | +2.0% | +3.3% | +4.1% |
| 30D | +4.6% | -7.9% | +12.5% | +9.3% |
| 3M | -3.7% | -1.6% | -2.0% | -5.1% |
| 6M | +16.8% | +16.9% | -0.1% | +3.2% |
| YTD | +15.3% | +30.1% | -14.8% | -4.7% |
| 1Y | +31.0% | +19.3% | +11.7% | +12.8% |
| 3Y | +45.4% | +82.5% | -37.1% | -8.4% |
| 5Y | +54.7% | +166.8% | -112.2% | -22.1% |
| 10Y | +98.2% | +649.7% | -551.5% | -45.9% |
| All | +615.0% | +20,051.4% | -19,436.4% | -61.1% |
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