+706.7%
ETN vs BBWI
-55.0%
+761.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.4% | -2.5% | +2.5% |
| 7D | +3.5% | -4.8% | +8.4% | +4.6% |
| 30D | -7.5% | +3.5% | -11.0% | -8.6% |
| 3M | +8.3% | -0.3% | +8.6% | +7.2% |
| 6M | +20.2% | -5.4% | +25.6% | +19.3% |
| YTD | +34.7% | -4.7% | +39.4% | +32.7% |
| 1Y | +19.4% | -30.5% | +49.9% | +25.2% |
| 3Y | +85.5% | -44.3% | +129.8% | +95.9% |
| 5Y | +186.6% | -66.9% | +253.5% | +228.5% |
| All | +706.7% | -55.0% | +761.6% | +539.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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