-26.4%
BA vs ETR
+156.0%
-182.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -1.1% | +0.5% | -1.6% | -1.2% |
| 30D | -7.1% | +6.4% | -13.5% | -8.5% |
| 3M | -25.5% | +4.0% | -29.5% | -26.3% |
| 6M | -28.7% | -0.5% | -28.2% | -28.8% |
| YTD | -21.0% | +22.4% | -43.4% | -25.2% |
| 1Y | -11.9% | +19.9% | -31.7% | -16.2% |
| 3Y | -16.2% | +154.7% | -170.9% | -36.1% |
| All | -26.4% | +156.0% | -182.4% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling