+243.8%
BA vs ET
+1,312.4%
-1,068.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | 0.0% |
| 7D | 0.0% | -1.9% | +1.9% | +0.6% |
| 30D | -8.9% | -3.1% | -5.9% | -8.2% |
| 3M | -25.5% | -3.9% | -21.6% | -24.7% |
| 6M | -27.0% | +4.0% | -31.0% | -28.1% |
| YTD | -20.1% | +26.4% | -46.6% | -26.1% |
| 1Y | -11.0% | +24.9% | -35.9% | -17.4% |
| 3Y | -11.8% | +85.2% | -97.0% | -27.6% |
| 5Y | -20.6% | +218.3% | -239.0% | -44.5% |
| 10Y | +26.6% | +172.0% | -145.3% | -13.0% |
| All | +243.8% | +1,312.4% | -1,068.6% | -7.3% |
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