-3.1%
BAC vs ETR
+17.8%
-20.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +2.1% | +2.6% | -0.5% | +1.7% |
| 30D | -6.7% | +8.7% | -15.4% | -7.6% |
| 3M | -20.2% | +6.4% | -26.6% | -20.8% |
| 6M | -0.2% | +0.7% | -0.9% | -0.7% |
| YTD | -6.4% | +23.0% | -29.4% | -8.5% |
| 1Y | -3.1% | +17.9% | -21.0% | -3.6% |
| All | -3.1% | +17.8% | -20.9% | -3.6% |
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