+78.4%
ETN vs BAH
-28.1%
+106.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.8% | -6.3% | -1.7% |
| 7D | +3.0% | +2.4% | +0.6% | +2.9% |
| 30D | -10.9% | -2.9% | -8.0% | -10.8% |
| 3M | +9.2% | -1.3% | +10.6% | +9.9% |
| 6M | +13.9% | -0.9% | +14.8% | +14.2% |
| YTD | +29.5% | -8.2% | +37.8% | +29.9% |
| 1Y | +14.2% | -24.0% | +38.2% | +18.5% |
| All | +78.4% | -28.1% | +106.5% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling