+20,513.9%
ETN vs BBWI
+999.2%
+19,514.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.1% | +5.9% | +3.5% |
| 7D | +8.0% | +1.6% | +6.5% | +7.6% |
| 30D | -5.9% | -6.2% | +0.3% | -4.9% |
| 3M | +5.0% | +4.3% | +0.6% | +2.6% |
| 6M | +22.4% | -7.2% | +29.6% | +21.9% |
| YTD | +33.6% | -3.0% | +36.7% | +30.9% |
| 1Y | +22.1% | -30.8% | +52.9% | +28.5% |
| 3Y | +85.6% | -43.4% | +129.0% | +95.7% |
| 5Y | +179.2% | -66.7% | +246.0% | +221.5% |
| 10Y | +687.3% | -55.7% | +743.0% | +596.8% |
| All | +20,513.9% | +999.2% | +19,514.7% | +7,463.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling