+1,470.1%
BA vs ETR
+4,550.2%
-3,080.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +1.1% | +0.4% | +0.7% | +0.9% |
| 30D | -7.9% | +7.5% | -15.5% | -10.6% |
| 3M | -25.3% | +4.4% | -29.8% | -26.7% |
| 6M | -24.6% | -1.5% | -23.0% | -24.4% |
| YTD | -20.1% | +21.8% | -41.9% | -26.7% |
| 1Y | -11.8% | +18.4% | -30.2% | -18.2% |
| 3Y | -10.1% | +148.5% | -158.7% | -39.5% |
| 5Y | -22.7% | +152.6% | -175.4% | -49.0% |
| 10Y | +35.1% | +354.5% | -319.4% | -26.1% |
| All | +1,470.1% | +4,550.2% | -3,080.1% | +342.3% |
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