+1,008.9%
BE vs ETN
+534.5%
+474.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.7% | +6.9% | +6.6% |
| 7D | +29.8% | +8.0% | +21.7% | +19.8% |
| 30D | +26.4% | -5.9% | +32.3% | +35.4% |
| 3M | +9.3% | +5.0% | +4.4% | +7.3% |
| 6M | +105.1% | +22.4% | +82.7% | +72.5% |
| YTD | +219.0% | +33.6% | +185.4% | +145.1% |
| 1Y | +418.8% | +22.1% | +396.6% | +354.3% |
| 3Y | +1,784.6% | +85.6% | +1,699.0% | +977.3% |
| 5Y | +1,251.0% | +179.2% | +1,071.7% | +402.4% |
| All | +1,008.9% | +534.5% | +474.4% | +77.8% |
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