+136.4%
BAC vs ET
+97.4%
+39.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.1% |
| 7D | +0.6% | +0.6% | 0.0% | +0.3% |
| 30D | -1.4% | +5.3% | -6.7% | -3.7% |
| 3M | +15.7% | +15.6% | +0.1% | +8.0% |
| 6M | +32.2% | +20.6% | +11.6% | +20.2% |
| YTD | +15.8% | +38.5% | -22.8% | -2.5% |
| 1Y | +27.3% | +35.7% | -8.5% | +8.2% |
| All | +136.4% | +97.4% | +39.1% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 3y: compounded portfolio wealth divided by compounded ET 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…
3y analysis · Full analysis span regression · 6 months rolling