+556.1%
ETN vs FIX
+3,814.3%
-3,258.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.0% | -3.2% | -0.5% |
| 7D | +2.4% | +6.4% | -4.0% | -0.6% |
| 30D | -15.2% | -29.1% | +13.9% | -1.4% |
| 3M | -21.2% | -31.1% | +9.9% | -7.4% |
| 6M | -13.5% | -42.8% | +29.4% | +10.3% |
| YTD | +14.5% | +24.6% | -10.1% | +1.9% |
| 1Y | -0.9% | +21.9% | -22.8% | -11.2% |
| 3Y | +68.6% | +524.9% | -456.3% | -31.5% |
| 5Y | +129.0% | +1,092.2% | -963.2% | -31.9% |
| 10Y | +556.1% | +3,759.0% | -3,202.9% | +17.8% |
| All | +556.1% | +3,814.3% | -3,258.1% | +17.8% |
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