+1,821.9%
BA vs ETN
+20,051.4%
-18,229.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.6% | -0.9% |
| 7D | +1.2% | +2.0% | -0.8% | +0.1% |
| 30D | -11.6% | -7.9% | -3.7% | -8.2% |
| 3M | -2.4% | -1.6% | -0.8% | -3.0% |
| 6M | -6.6% | +16.9% | -23.5% | -15.4% |
| YTD | -2.2% | +30.1% | -32.3% | -16.5% |
| 1Y | -8.0% | +19.3% | -27.3% | -18.8% |
| 3Y | -5.0% | +82.5% | -87.5% | -35.3% |
| 5Y | -2.7% | +166.8% | -169.6% | -45.9% |
| 10Y | +75.9% | +649.7% | -573.8% | -38.1% |
| All | +1,821.9% | +20,051.4% | -18,229.5% | +110.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling