-5.5%
ETN vs BB
+88.0%
-93.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +7.0% | -16.8% | -11.2% |
| 7D | -10.1% | -6.8% | -3.3% | -8.9% |
| 30D | -18.4% | -3.5% | -14.9% | -17.9% |
| 3M | -20.4% | -1.2% | -19.2% | -20.6% |
| 6M | -16.0% | +57.0% | -73.0% | -20.7% |
| YTD | +11.8% | +131.1% | -119.4% | -2.2% |
| 1Y | -5.5% | +87.6% | -93.1% | -13.1% |
| All | -5.5% | +88.0% | -93.5% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling