+72.4%
BA vs ETN
+710.9%
-638.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.0% |
| 7D | -1.2% | +6.2% | -7.4% | -5.0% |
| 30D | -11.3% | -6.7% | -4.6% | -7.7% |
| 3M | -3.8% | +3.6% | -7.4% | -7.9% |
| 6M | -8.3% | +18.3% | -26.6% | -20.7% |
| YTD | -4.9% | +31.5% | -36.4% | -24.3% |
| 1Y | -10.1% | +20.6% | -30.6% | -25.2% |
| 3Y | -2.3% | +82.5% | -84.8% | -46.3% |
| 5Y | -3.5% | +177.8% | -181.3% | -64.2% |
| All | +72.4% | +710.9% | -638.5% | -69.0% |
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