+85.5%
ETN vs BBY
+42.8%
+42.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.1% | +0.9% | +3.4% |
| 7D | +3.5% | +0.6% | +2.9% | +3.4% |
| 30D | -7.5% | +9.4% | -16.9% | -9.2% |
| 3M | +8.3% | +19.3% | -11.0% | +4.0% |
| 6M | +20.2% | +47.9% | -27.7% | +9.1% |
| YTD | +34.7% | +39.6% | -4.9% | +23.7% |
| 1Y | +19.4% | +22.2% | -2.7% | +13.7% |
| 3Y | +85.5% | +45.0% | +40.5% | +62.2% |
| All | +85.5% | +42.8% | +42.7% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 3y: compounded portfolio wealth divided by compounded BBY 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…
3y analysis · Full analysis span regression · 6 months rolling