+214.5%
BAC vs ETR
+379.5%
-165.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.5% | +1.5% | 0.0% | +0.9% |
| 30D | -6.4% | +6.6% | -13.0% | -8.8% |
| 3M | -21.7% | +4.4% | -26.1% | -23.1% |
| 6M | +0.5% | -0.3% | +0.8% | +0.4% |
| YTD | -6.7% | +23.3% | -30.0% | -15.5% |
| 1Y | -4.7% | +18.9% | -23.5% | -12.3% |
| 3Y | +96.1% | +155.5% | -59.4% | +25.5% |
| 5Y | +21.7% | +159.9% | -138.2% | -24.4% |
| All | +214.5% | +379.5% | -165.0% | +130.4% |
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