+23.3%
BA vs ETN
+541.6%
-518.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +1.0% |
| 7D | -1.1% | +3.6% | -4.7% | -3.3% |
| 30D | -7.1% | -13.4% | +6.3% | -0.6% |
| 3M | -25.5% | -21.9% | -3.6% | -15.7% |
| 6M | -28.7% | -12.8% | -15.9% | -26.6% |
| YTD | -21.0% | +12.1% | -33.1% | -32.6% |
| 1Y | -11.9% | +0.8% | -12.7% | -19.6% |
| 3Y | -16.2% | +64.5% | -80.6% | -52.8% |
| 5Y | -22.4% | +121.7% | -144.1% | -67.4% |
| All | +23.3% | +541.6% | -518.3% | -76.8% |
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