-1.4%
BAC vs ETR
+18.6%
-20.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +3.2% | +0.5% | +2.7% | +3.2% |
| 30D | -0.7% | +6.4% | -7.1% | -1.4% |
| 3M | -20.0% | +4.0% | -24.0% | -20.4% |
| 6M | +3.4% | -0.5% | +3.9% | +2.9% |
| YTD | -5.7% | +22.4% | -28.2% | -7.2% |
| 1Y | -1.4% | +19.9% | -21.3% | -2.3% |
| All | -1.4% | +18.6% | -20.0% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling