+190.4%
ETN vs BNY
+256.6%
-66.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +3.9% | +3.9% |
| 7D | +3.5% | -1.3% | +4.9% | +4.3% |
| 30D | -7.5% | -0.2% | -7.4% | -7.5% |
| 3M | +8.3% | +14.9% | -6.6% | -0.2% |
| 6M | +20.2% | +40.0% | -19.8% | -1.0% |
| YTD | +34.7% | +42.0% | -7.3% | +9.4% |
| 1Y | +19.4% | +56.9% | -37.4% | -8.4% |
| 3Y | +85.5% | +289.9% | -204.4% | -13.9% |
| All | +190.4% | +256.6% | -66.1% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling