+706.7%
ETN vs BAH
+207.9%
+498.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.9% |
| 7D | +3.5% | +4.3% | -0.7% | +2.4% |
| 30D | -7.5% | -2.5% | -5.1% | -7.1% |
| 3M | +8.3% | -0.9% | +9.3% | +7.9% |
| 6M | +20.2% | +1.5% | +18.7% | +18.0% |
| YTD | +34.7% | -8.0% | +42.6% | +34.0% |
| 1Y | +19.4% | -24.7% | +44.2% | +26.1% |
| 3Y | +85.5% | -28.4% | +113.9% | +89.9% |
| 5Y | +186.6% | +2.8% | +183.8% | +149.4% |
| All | +706.7% | +207.9% | +498.7% | +401.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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