-4.3%
BA vs ETN
+18.3%
-22.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.0% | -1.2% | +1.8% |
| 7D | -0.8% | +3.5% | -4.4% | -1.7% |
| 30D | -9.0% | -7.5% | -1.5% | -7.4% |
| 3M | -5.0% | +8.3% | -13.4% | -7.4% |
| 6M | -1.7% | +20.2% | -21.9% | -6.6% |
| YTD | -3.1% | +34.7% | -37.7% | -9.3% |
| 1Y | -4.3% | +19.4% | -23.8% | -8.5% |
| All | -4.3% | +18.3% | -22.6% | -8.5% |
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