+1,341.7%
ETN vs BX
+846.0%
+495.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.4% | -0.4% |
| 7D | +3.0% | -8.9% | +11.9% | +6.5% |
| 30D | -10.9% | -14.8% | +3.9% | -5.8% |
| 3M | +9.2% | +6.9% | +2.3% | +6.1% |
| 6M | +13.9% | +16.3% | -2.4% | +6.5% |
| YTD | +29.5% | -16.1% | +45.6% | +35.7% |
| 1Y | +14.2% | -26.8% | +41.0% | +25.2% |
| 3Y | +79.9% | +22.4% | +57.4% | +62.2% |
| 5Y | +175.7% | +16.0% | +159.7% | +140.7% |
| 10Y | +693.2% | +646.9% | +46.3% | +264.0% |
| All | +1,341.7% | +846.0% | +495.7% | +423.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling