+21.9%
BAC vs ETR
+162.9%
-141.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +1.9% |
| 7D | +2.0% | +1.7% | +0.2% | +1.4% |
| 30D | -6.9% | +8.7% | -15.7% | -9.4% |
| 3M | -19.6% | +4.9% | -24.5% | -20.8% |
| 6M | -0.5% | +0.8% | -1.2% | -0.9% |
| YTD | -6.6% | +23.1% | -29.8% | -13.6% |
| 1Y | -3.0% | +17.9% | -20.8% | -8.9% |
| 3Y | +97.3% | +154.5% | -57.2% | +38.1% |
| 5Y | +21.9% | +160.3% | -138.4% | -17.1% |
| All | +21.9% | +162.9% | -141.0% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling