+397.7%
BAC vs ETR
+288.4%
+109.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +1.0% |
| 7D | +0.6% | +0.4% | +0.2% | +0.4% |
| 30D | -1.4% | +2.0% | -3.4% | -2.2% |
| 3M | +15.7% | -1.7% | +17.4% | +16.4% |
| 6M | +32.2% | +3.6% | +28.6% | +29.4% |
| YTD | +15.8% | +18.0% | -2.3% | +7.0% |
| 1Y | +27.3% | +26.2% | +1.0% | +14.1% |
| 3Y | +137.5% | +148.0% | -10.6% | +55.7% |
| 5Y | +73.1% | +126.1% | -53.0% | +16.0% |
| 10Y | +397.7% | +302.3% | +95.5% | +260.7% |
| All | +397.7% | +288.4% | +109.3% | +260.7% |
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