-11.5%
BA vs ETR
+17.9%
-29.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | -1.7% | +1.7% | -3.5% | -1.9% |
| 30D | -9.5% | +8.7% | -18.2% | -10.4% |
| 3M | -26.5% | +4.9% | -31.4% | -26.9% |
| 6M | -27.4% | +0.8% | -28.2% | -27.4% |
| YTD | -20.6% | +23.1% | -43.7% | -21.6% |
| All | -11.5% | +17.9% | -29.4% | -14.0% |
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 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