+1,003.0%
BE vs ETN
+539.4%
+463.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.0% | +2.7% | +2.3% |
| 7D | +9.0% | +3.5% | +5.5% | +5.4% |
| 30D | +16.3% | -7.5% | +23.8% | +27.2% |
| 3M | +10.8% | +8.3% | +2.5% | +5.1% |
| 6M | +73.2% | +20.2% | +53.0% | +48.6% |
| YTD | +217.4% | +34.7% | +182.7% | +142.1% |
| 1Y | +309.8% | +19.4% | +290.3% | +266.2% |
| 3Y | +1,726.2% | +85.5% | +1,640.7% | +945.3% |
| 5Y | +1,306.2% | +186.6% | +1,119.6% | +409.6% |
| All | +1,003.0% | +539.4% | +463.6% | +75.7% |
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