+175.7%
ETN vs BAH
+1.2%
+174.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.8% | -6.3% | -2.1% |
| 7D | +3.0% | +2.4% | +0.6% | +2.7% |
| 30D | -10.9% | -2.9% | -8.0% | -10.6% |
| 3M | +9.2% | -1.3% | +10.6% | +9.6% |
| 6M | +13.9% | -0.9% | +14.8% | +13.6% |
| YTD | +29.5% | -8.2% | +37.8% | +29.6% |
| 1Y | +14.2% | -24.0% | +38.2% | +19.0% |
| 3Y | +79.9% | -28.1% | +108.0% | +82.4% |
| 5Y | +175.7% | +2.5% | +173.2% | +153.9% |
| All | +175.7% | +1.2% | +174.4% | +153.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling