-80.9%
FIG vs ETN
+7.9%
-88.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.6% | -3.7% |
| 7D | -14.5% | +6.2% | -20.7% | -13.1% |
| 30D | -13.3% | -6.7% | -6.6% | -14.5% |
| 3M | +7.4% | +3.6% | +3.8% | +8.7% |
| 6M | -27.8% | +18.3% | -46.1% | -29.2% |
| YTD | -41.1% | +31.5% | -72.6% | -46.3% |
| 1Y | -58.7% | +20.6% | -79.3% | -59.5% |
| All | -80.9% | +7.9% | -88.9% | -79.7% |
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