+243.9%
BA vs ET
+1,275.4%
-1,031.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +1.1% | -7.9% | +8.9% | +3.5% |
| 30D | -7.9% | -5.9% | -2.0% | -6.3% |
| 3M | -25.3% | -5.2% | -20.1% | -24.2% |
| 6M | -24.6% | +0.3% | -24.9% | -25.0% |
| YTD | -20.1% | +23.1% | -43.2% | -25.5% |
| 1Y | -11.8% | +22.7% | -34.5% | -17.7% |
| 3Y | -10.1% | +75.4% | -85.5% | -25.0% |
| 5Y | -22.7% | +202.6% | -225.4% | -45.1% |
| 10Y | +35.1% | +213.0% | -177.9% | -9.8% |
| All | +243.9% | +1,275.4% | -1,031.5% | -6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling