+19,880.0%
ETN vs BKR
+528.0%
+19,352.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.7% | +5.2% | +0.4% |
| 7D | +3.0% | -6.7% | +9.7% | +5.0% |
| 30D | -10.9% | -8.3% | -2.6% | -8.8% |
| 3M | +9.2% | -5.4% | +14.6% | +10.6% |
| 6M | +13.9% | +0.8% | +13.1% | +13.0% |
| YTD | +29.5% | +31.8% | -2.3% | +18.9% |
| 1Y | +14.2% | +28.6% | -14.4% | +5.3% |
| 3Y | +79.9% | +71.2% | +8.6% | +51.6% |
| 5Y | +175.7% | +179.2% | -3.6% | +95.0% |
| 10Y | +693.2% | +124.0% | +569.3% | +448.8% |
| All | +19,880.0% | +528.0% | +19,352.1% | +10,027.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling