+320.9%
BA vs ET
+1,435.0%
-1,114.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +1.2% | +0.9% | +0.3% | +0.9% |
| 30D | -11.6% | +7.5% | -19.1% | -13.6% |
| 3M | -2.4% | +11.4% | -13.8% | -5.7% |
| 6M | -6.6% | +18.5% | -25.2% | -11.7% |
| YTD | -2.2% | +37.4% | -39.6% | -11.7% |
| 1Y | -8.0% | +30.9% | -39.0% | -15.7% |
| 3Y | -5.0% | +98.7% | -103.7% | -23.6% |
| 5Y | -2.7% | +230.7% | -233.4% | -32.8% |
| 10Y | +75.9% | +175.6% | -99.7% | +19.3% |
| All | +320.9% | +1,435.0% | -1,114.1% | +10.8% |
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