+72.9%
BAC vs ETR
+129.9%
-57.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.6% | -0.8% |
| 7D | +1.2% | +1.4% | -0.3% | +0.7% |
| 30D | -0.7% | +1.9% | -2.6% | -1.3% |
| 3M | +16.9% | +1.0% | +15.9% | +16.5% |
| 6M | +29.6% | +4.8% | +24.7% | +27.1% |
| YTD | +15.3% | +19.5% | -4.3% | +8.0% |
| 1Y | +28.8% | +28.1% | +0.7% | +17.8% |
| 3Y | +136.4% | +151.1% | -14.8% | +69.8% |
| 5Y | +72.9% | +125.2% | -52.2% | +23.4% |
| All | +72.9% | +129.9% | -57.0% | +23.4% |
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 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