+5,196.1%
ETN vs FIX
+12,471.5%
-7,275.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.5% | +3.0% |
| 7D | +2.0% | +6.0% | -4.0% | +0.5% |
| 30D | -7.9% | -7.2% | -0.7% | -6.2% |
| 3M | -1.6% | -15.9% | +14.2% | +3.0% |
| 6M | +16.9% | +12.7% | +4.1% | +13.2% |
| YTD | +30.1% | +72.8% | -42.7% | +12.7% |
| 1Y | +19.3% | +122.9% | -103.6% | -3.7% |
| 3Y | +82.5% | +774.3% | -691.8% | +3.9% |
| 5Y | +166.8% | +2,049.5% | -1,882.6% | +22.9% |
| 10Y | +649.7% | +5,821.5% | -5,171.7% | +171.1% |
| All | +5,196.1% | +12,471.5% | -7,275.4% | +1,259.6% |
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