+1,821.9%
BA vs ETR
+4,412.2%
-2,590.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +1.2% | +1.4% | -0.3% | +0.6% |
| 30D | -11.6% | +1.0% | -12.6% | -12.0% |
| 3M | -2.4% | -1.3% | -1.1% | -2.1% |
| 6M | -6.6% | +1.9% | -8.5% | -7.8% |
| YTD | -2.2% | +18.2% | -20.4% | -9.1% |
| 1Y | -8.0% | +24.7% | -32.7% | -16.5% |
| 3Y | -5.0% | +150.7% | -155.7% | -36.3% |
| 5Y | -2.7% | +127.0% | -129.7% | -33.0% |
| 10Y | +75.9% | +295.5% | -219.6% | +0.9% |
| All | +1,821.9% | +4,412.2% | -2,590.3% | +448.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling