+705.0%
ETN vs FIX
+5,928.8%
-5,223.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.7% |
| 7D | +6.2% | +3.5% | +2.7% | +4.6% |
| 30D | -6.7% | -3.5% | -3.2% | -5.4% |
| 3M | +3.6% | -11.8% | +15.4% | +9.2% |
| 6M | +18.3% | +17.8% | +0.5% | +9.4% |
| YTD | +31.5% | +73.3% | -41.9% | +1.7% |
| 1Y | +20.6% | +128.1% | -107.5% | -18.5% |
| 3Y | +82.5% | +772.7% | -690.1% | -35.1% |
| 5Y | +177.8% | +2,166.4% | -1,988.7% | -35.9% |
| 10Y | +705.0% | +6,034.5% | -5,329.4% | +27.3% |
| All | +705.0% | +5,928.8% | -5,223.8% | +27.3% |
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