-22.1%
BA vs ET
+201.6%
-223.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | +1.1% | -7.9% | +8.9% | +4.8% |
| 30D | -7.9% | -5.9% | -2.0% | -5.5% |
| 3M | -25.3% | -5.2% | -20.1% | -23.7% |
| 6M | -24.6% | +0.3% | -24.9% | -25.3% |
| YTD | -20.1% | +23.1% | -43.2% | -29.2% |
| 1Y | -11.8% | +22.7% | -34.5% | -21.8% |
| 3Y | -10.1% | +75.4% | -85.5% | -35.4% |
| All | -22.1% | +201.6% | -223.8% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling