+544.6%
ETN vs FIX
+3,564.5%
-3,019.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.1% |
| 7D | +3.6% | +9.4% | -5.8% | -0.7% |
| 30D | -13.4% | -27.8% | +14.4% | -0.1% |
| 3M | -21.9% | -35.6% | +13.7% | -5.4% |
| 6M | -12.8% | -45.2% | +32.4% | +13.4% |
| YTD | +12.1% | +19.5% | -7.4% | +1.7% |
| 1Y | +0.8% | +24.2% | -23.4% | -10.3% |
| 3Y | +64.5% | +494.2% | -429.7% | -31.6% |
| 5Y | +121.7% | +1,036.1% | -914.4% | -32.6% |
| All | +544.6% | +3,564.5% | -3,019.9% | +18.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling