+1,376.8%
BAC vs ETN
+20,051.4%
-18,674.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.5% | -2.1% |
| 7D | +1.1% | +2.0% | -0.9% | -0.2% |
| 30D | -0.4% | -7.9% | +7.5% | +4.1% |
| 3M | +16.9% | -1.6% | +18.5% | +14.9% |
| 6M | +26.6% | +16.9% | +9.7% | +10.6% |
| YTD | +15.8% | +30.1% | -14.3% | -5.9% |
| 1Y | +27.2% | +19.3% | +7.9% | +7.7% |
| 3Y | +132.4% | +82.5% | +49.9% | +41.8% |
| 5Y | +72.6% | +166.8% | -94.3% | -19.0% |
| 10Y | +389.7% | +649.7% | -260.0% | +21.4% |
| All | +1,376.8% | +20,051.4% | -18,674.6% | -6.6% |
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