+20,672.1%
ETN vs BAX
+821.8%
+19,850.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.5% | +4.4% |
| 7D | +3.5% | -7.9% | +11.4% | +5.7% |
| 30D | -7.5% | -11.7% | +4.1% | -4.5% |
| 3M | +8.3% | +16.2% | -7.9% | +3.1% |
| 6M | +20.2% | +32.0% | -11.8% | +9.9% |
| YTD | +34.7% | +24.7% | +10.0% | +23.8% |
| 1Y | +19.4% | -2.6% | +22.1% | +16.8% |
| 3Y | +85.5% | -35.0% | +120.5% | +96.3% |
| 5Y | +186.6% | -67.6% | +254.2% | +265.1% |
| 10Y | +724.7% | -38.4% | +763.1% | +775.8% |
| All | +20,672.1% | +821.8% | +19,850.3% | +12,083.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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