-11.0%
BA vs ET
+26.7%
-37.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.9% |
| 7D | 0.0% | -1.9% | +1.9% | -0.3% |
| 30D | -8.9% | -3.1% | -5.9% | -9.5% |
| 3M | -25.5% | -3.9% | -21.6% | -26.1% |
| 6M | -27.0% | +4.0% | -31.0% | -25.4% |
| YTD | -20.1% | +26.4% | -46.6% | -18.4% |
| 1Y | -11.0% | +24.9% | -35.9% | -9.6% |
| All | -11.0% | +26.7% | -37.7% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling