-5.5%
ETN vs FIX
+14.3%
-19.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -15.1% | +5.2% | -1.7% |
| 7D | -10.1% | -18.9% | +8.8% | +0.5% |
| 30D | -18.4% | -36.3% | +17.9% | +3.3% |
| 3M | -20.4% | -38.5% | +18.1% | +2.3% |
| 6M | -16.0% | -42.3% | +26.3% | +11.1% |
| YTD | +11.8% | +17.1% | -5.3% | +6.9% |
| 1Y | -5.5% | +14.4% | -19.9% | -8.7% |
| All | -5.5% | +14.3% | -19.8% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling