+233.0%
BAC vs ETR
+374.5%
-141.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -1.9% | +0.1% | -1.9% | -1.9% |
| 30D | -7.2% | +7.7% | -14.9% | -10.0% |
| 3M | -20.4% | +5.7% | -26.1% | -22.3% |
| 6M | +1.3% | -0.3% | +1.5% | +1.1% |
| YTD | -6.4% | +23.4% | -29.8% | -15.3% |
| 1Y | -3.5% | +18.5% | -22.0% | -11.2% |
| 3Y | +96.7% | +155.6% | -58.9% | +25.7% |
| 5Y | +20.6% | +158.7% | -138.1% | -25.0% |
| 10Y | +233.0% | +377.8% | -144.7% | +140.9% |
| All | +233.0% | +374.5% | -141.4% | +140.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling