-21.9%
BA vs ETN
+123.3%
-145.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -2.5% |
| 7D | -1.7% | -1.8% | +0.1% | -1.8% |
| 30D | -9.5% | -16.4% | +6.9% | -4.0% |
| 3M | -26.5% | -19.9% | -6.5% | -21.0% |
| 6M | -27.4% | -10.3% | -17.1% | -26.5% |
| YTD | -20.6% | +13.8% | -34.4% | -28.3% |
| 1Y | -11.4% | -3.1% | -8.4% | -14.4% |
| 3Y | -10.8% | +70.1% | -81.0% | -41.7% |
| 5Y | -21.9% | +122.3% | -144.2% | -59.4% |
| All | -21.9% | +123.3% | -145.2% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling