+22.6%
BAC vs ET
+215.7%
-193.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +3.2% | +2.5% | +0.7% | +2.0% |
| 30D | -0.7% | -2.5% | +1.7% | +0.2% |
| 3M | -20.0% | -4.9% | -15.1% | -18.3% |
| 6M | +3.4% | -0.1% | +3.5% | +2.9% |
| YTD | -5.7% | +26.2% | -32.0% | -17.1% |
| 1Y | -1.4% | +25.2% | -26.6% | -13.0% |
| 3Y | +97.9% | +84.2% | +13.7% | +41.6% |
| All | +22.6% | +215.7% | -193.2% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling