+85.6%
ETN vs FIX
+784.8%
-699.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.4% | +1.6% |
| 7D | +8.0% | +6.1% | +2.0% | +5.1% |
| 30D | -5.9% | -2.7% | -3.2% | -4.9% |
| 3M | +5.0% | -10.9% | +15.9% | +10.3% |
| 6M | +22.4% | +29.0% | -6.6% | +8.7% |
| YTD | +33.6% | +76.9% | -43.2% | +2.2% |
| 1Y | +22.1% | +130.7% | -108.6% | -18.4% |
| 3Y | +85.6% | +790.7% | -705.1% | -26.4% |
| All | +85.6% | +784.8% | -699.3% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling