+28.1%
BA vs ETR
+356.9%
-328.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.2% |
| 7D | -1.7% | +1.7% | -3.5% | -2.6% |
| 30D | -9.5% | +8.7% | -18.2% | -13.5% |
| 3M | -26.5% | +4.9% | -31.4% | -28.5% |
| 6M | -27.4% | +0.8% | -28.2% | -28.1% |
| YTD | -20.6% | +23.1% | -43.7% | -30.0% |
| 1Y | -11.4% | +17.9% | -29.3% | -20.2% |
| 3Y | -10.8% | +154.5% | -165.4% | -51.3% |
| 5Y | -21.9% | +160.3% | -182.2% | -59.6% |
| 10Y | +28.1% | +366.9% | -338.8% | -35.1% |
| All | +28.1% | +356.9% | -328.8% | -35.1% |
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