+19.3%
ETN vs BKR
+42.5%
-23.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.5% |
| 7D | +2.0% | +1.7% | +0.3% | +1.4% |
| 30D | -7.9% | +3.3% | -11.3% | -8.9% |
| 3M | -1.6% | -3.6% | +2.0% | -0.5% |
| 6M | +16.9% | +5.0% | +11.8% | +15.5% |
| YTD | +30.1% | +40.9% | -10.9% | +20.7% |
| 1Y | +19.3% | +39.2% | -19.9% | +12.1% |
| All | +19.3% | +42.5% | -23.2% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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