+23.3%
BA vs ET
+160.8%
-137.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.1% | +2.5% | -3.6% | -2.2% |
| 30D | -7.1% | -2.5% | -4.7% | -6.2% |
| 3M | -25.5% | -4.9% | -20.7% | -24.0% |
| 6M | -28.7% | -0.1% | -28.6% | -29.2% |
| YTD | -21.0% | +26.2% | -47.2% | -30.0% |
| 1Y | -11.9% | +25.2% | -37.0% | -21.7% |
| 3Y | -16.2% | +84.2% | -100.3% | -38.7% |
| 5Y | -22.4% | +216.1% | -238.5% | -56.3% |
| All | +23.3% | +160.8% | -137.5% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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