+4,542.4%
ETN vs FIX
+8,714.3%
-4,171.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.3% |
| 7D | +10.1% | +17.0% | -6.9% | +5.6% |
| 30D | -15.9% | -30.6% | +14.7% | -7.5% |
| 3M | -21.7% | -35.0% | +13.3% | -12.4% |
| 6M | -10.1% | -44.0% | +33.9% | +4.6% |
| YTD | +14.0% | +21.1% | -7.1% | +8.4% |
| 1Y | -1.7% | +16.3% | -17.9% | -5.7% |
| 3Y | +67.9% | +507.4% | -439.5% | +5.4% |
| 5Y | +125.5% | +1,052.1% | -926.5% | +21.2% |
| 10Y | +553.3% | +3,650.8% | -3,097.6% | +164.8% |
| All | +4,542.4% | +8,714.3% | -4,171.9% | +1,208.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling