+0.8%
ETN vs FIX
+15.7%
-14.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -0.9% |
| 7D | +3.6% | +9.4% | -5.8% | -1.5% |
| 30D | -13.4% | -27.8% | +14.4% | +2.2% |
| 3M | -21.9% | -35.6% | +13.7% | -2.5% |
| 6M | -12.8% | -45.2% | +32.4% | +17.1% |
| YTD | +12.1% | +19.5% | -7.4% | +7.5% |
| 1Y | +0.8% | +24.2% | -23.4% | -5.8% |
| All | +0.8% | +15.7% | -14.9% | -5.8% |
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 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