+78.4%
ETN vs BP
+38.8%
+39.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.3% | -1.6% |
| 7D | +3.0% | +5.7% | -2.7% | +2.1% |
| 30D | -10.9% | +8.1% | -19.0% | -12.1% |
| 3M | +9.2% | +8.6% | +0.6% | +7.7% |
| 6M | +13.9% | +18.1% | -4.2% | +8.9% |
| YTD | +29.5% | +37.6% | -8.1% | +18.5% |
| 1Y | +14.2% | +39.4% | -25.2% | +3.9% |
| All | +78.4% | +38.8% | +39.6% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 3y: compounded portfolio wealth divided by compounded BP 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…
3y analysis · Full analysis span regression · 6 months rolling