-10.6%
BA vs ETR
+18.4%
-29.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.6% | +1.8% |
| 7D | +5.9% | +3.7% | +2.2% | +5.5% |
| 30D | -8.2% | +11.0% | -19.1% | -9.3% |
| 3M | -25.4% | +3.4% | -28.8% | -25.7% |
| 6M | -20.0% | -3.3% | -16.7% | -19.8% |
| YTD | -18.5% | +23.3% | -41.7% | -19.3% |
| 1Y | -10.6% | +19.2% | -29.8% | -12.5% |
| All | -10.6% | +18.4% | -29.0% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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