+706.7%
ETN vs BX
+673.1%
+33.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.5% | +1.5% | +2.8% |
| 7D | +3.5% | -5.6% | +9.1% | +6.2% |
| 30D | -7.5% | -12.2% | +4.7% | -2.1% |
| 3M | +8.3% | +7.4% | +0.9% | +4.2% |
| 6M | +20.2% | +22.2% | -2.0% | +7.7% |
| YTD | +34.7% | -14.0% | +48.7% | +41.3% |
| 1Y | +19.4% | -27.3% | +46.7% | +34.9% |
| 3Y | +85.5% | +24.5% | +61.0% | +59.5% |
| 5Y | +186.6% | +18.9% | +167.7% | +133.5% |
| All | +706.7% | +673.1% | +33.6% | +182.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 10y: compounded portfolio wealth divided by compounded BX 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…
10y analysis · Full analysis span regression · 6 months rolling