+19.4%
ETN vs BNY
+59.3%
-39.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +3.9% | +3.9% |
| 7D | +3.5% | -1.3% | +4.9% | +4.2% |
| 30D | -7.5% | -0.2% | -7.4% | -7.5% |
| 3M | +8.3% | +14.9% | -6.6% | +0.5% |
| 6M | +20.2% | +40.0% | -19.8% | +1.3% |
| YTD | +34.7% | +42.0% | -7.3% | +10.1% |
| 1Y | +19.4% | +56.9% | -37.4% | -6.0% |
| All | +19.4% | +59.3% | -39.8% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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