+20,513.9%
ETN vs BN
+14,855.3%
+5,658.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.3% | +3.9% |
| 7D | +8.0% | -1.2% | +9.2% | +8.5% |
| 30D | -5.9% | -10.9% | +5.0% | -1.2% |
| 3M | +5.0% | -11.1% | +16.0% | +10.3% |
| 6M | +22.4% | -4.4% | +26.8% | +24.3% |
| YTD | +33.6% | -14.1% | +47.8% | +41.6% |
| 1Y | +22.1% | -11.1% | +33.2% | +27.3% |
| 3Y | +85.6% | +75.6% | +10.0% | +43.9% |
| 5Y | +179.2% | +35.8% | +143.5% | +135.6% |
| 10Y | +687.3% | +261.6% | +425.7% | +350.5% |
| All | +20,513.9% | +14,855.3% | +5,658.6% | +5,319.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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