-10.6%
BA vs ETN
-3.3%
-7.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.4% |
| 7D | -1.4% | +2.4% | -3.8% | -1.9% |
| 30D | -7.9% | -15.2% | +7.3% | -5.0% |
| 3M | -25.2% | -21.2% | -3.9% | -21.5% |
| 6M | -26.7% | -13.5% | -13.3% | -25.6% |
| YTD | -19.6% | +14.5% | -34.1% | -22.9% |
| 1Y | -10.6% | -0.9% | -9.7% | -13.4% |
| All | -10.6% | -3.3% | -7.3% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling