+122.3%
ETN vs FIX
+1,049.0%
-926.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +9.4% | -4.3% | +0.6% |
| 7D | -1.8% | -7.2% | +5.4% | +1.6% |
| 30D | -16.4% | -35.1% | +18.7% | +2.2% |
| 3M | -19.9% | -34.3% | +14.4% | -3.0% |
| 6M | -10.3% | -42.9% | +32.6% | +15.8% |
| YTD | +13.8% | +19.5% | -5.7% | +3.3% |
| 1Y | -3.1% | +16.8% | -19.8% | -11.4% |
| 3Y | +70.1% | +506.7% | -436.6% | -32.9% |
| 5Y | +122.3% | +1,046.7% | -924.4% | -38.3% |
| All | +122.3% | +1,049.0% | -926.7% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling