+392.9%
BAC vs ETN
+730.7%
-337.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -2.0% |
| 7D | 0.0% | +3.5% | -3.5% | -2.0% |
| 30D | -2.8% | -7.5% | +4.7% | +1.1% |
| 3M | +14.2% | +8.3% | +5.9% | +6.6% |
| 6M | +30.5% | +20.2% | +10.4% | +12.2% |
| YTD | +15.8% | +34.7% | -18.9% | -8.2% |
| 1Y | +26.2% | +19.4% | +6.7% | +6.7% |
| 3Y | +136.5% | +85.5% | +51.0% | +35.7% |
| 5Y | +75.9% | +186.6% | -110.7% | -30.2% |
| All | +392.9% | +730.7% | -337.8% | -7.3% |
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 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