+26.6%
BA vs ET
+166.6%
-139.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | -0.2% |
| 7D | 0.0% | -1.9% | +1.9% | +0.8% |
| 30D | -8.9% | -3.1% | -5.9% | -7.8% |
| 3M | -25.5% | -3.9% | -21.6% | -24.3% |
| 6M | -27.0% | +4.0% | -31.0% | -28.8% |
| YTD | -20.1% | +26.4% | -46.6% | -29.3% |
| 1Y | -11.0% | +24.9% | -35.9% | -20.9% |
| 3Y | -11.8% | +85.2% | -97.0% | -35.6% |
| 5Y | -20.6% | +218.3% | -239.0% | -55.5% |
| 10Y | +26.6% | +172.0% | -145.3% | -31.7% |
| All | +26.6% | +166.6% | -139.9% | -31.7% |
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