+26.8%
BA vs ETR
+374.5%
-347.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.5% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -7.9% | +7.7% | -15.6% | -11.5% |
| 3M | -25.2% | +5.7% | -30.9% | -27.5% |
| 6M | -26.7% | -0.3% | -26.5% | -27.0% |
| YTD | -19.6% | +23.4% | -43.0% | -29.2% |
| 1Y | -10.6% | +18.5% | -29.1% | -19.7% |
| 3Y | -11.2% | +155.6% | -166.8% | -51.7% |
| 5Y | -20.4% | +158.7% | -179.1% | -58.7% |
| 10Y | +26.8% | +377.8% | -351.0% | -37.0% |
| All | +26.8% | +374.5% | -347.7% | -37.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling