+75.6%
BAC vs ETN
+171.0%
-95.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.3% |
| 7D | -0.3% | +3.0% | -3.3% | -1.3% |
| 30D | -1.8% | -10.9% | +9.2% | +2.0% |
| 3M | +15.3% | +9.2% | +6.0% | +10.2% |
| 6M | +30.2% | +13.9% | +16.2% | +20.9% |
| YTD | +15.6% | +29.5% | -14.0% | +1.3% |
| 1Y | +27.5% | +14.2% | +13.2% | +17.0% |
| 3Y | +137.0% | +79.9% | +57.2% | +65.0% |
| 5Y | +75.6% | +175.7% | -100.1% | -11.1% |
| All | +75.6% | +171.0% | -95.4% | -11.1% |
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