+26.8%
BA vs ETN
+544.7%
-518.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | -0.4% |
| 7D | -1.4% | +2.4% | -3.8% | -3.2% |
| 30D | -7.9% | -15.2% | +7.3% | -0.1% |
| 3M | -25.2% | -21.2% | -3.9% | -15.7% |
| 6M | -26.7% | -13.5% | -13.3% | -24.1% |
| YTD | -19.6% | +14.5% | -34.1% | -32.3% |
| 1Y | -10.6% | -0.9% | -9.7% | -17.4% |
| 3Y | -11.2% | +68.6% | -79.9% | -50.8% |
| 5Y | -20.4% | +129.0% | -149.5% | -67.4% |
| 10Y | +26.8% | +556.1% | -529.4% | -76.4% |
| All | +26.8% | +544.7% | -518.0% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 10y: compounded portfolio wealth divided by compounded ETN 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…
10y analysis · Full analysis span regression · 6 months rolling