+1,264.4%
BE vs ETN
+185.4%
+1,079.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.0% | +2.7% | +2.2% |
| 7D | +9.0% | +3.5% | +5.5% | +5.2% |
| 30D | +16.3% | -7.5% | +23.8% | +27.6% |
| 3M | +10.8% | +8.3% | +2.5% | +4.7% |
| 6M | +73.2% | +20.2% | +53.0% | +47.7% |
| YTD | +217.4% | +34.7% | +182.7% | +140.0% |
| 1Y | +309.8% | +19.4% | +290.3% | +264.0% |
| 3Y | +1,726.2% | +85.5% | +1,640.7% | +961.6% |
| All | +1,264.4% | +185.4% | +1,079.1% | +397.5% |
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