+1,094.1%
BAC vs ETR
+4,599.0%
-3,504.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +2.1% | +2.6% | -0.5% | +1.1% |
| 30D | -6.7% | +8.7% | -15.4% | -9.8% |
| 3M | -20.2% | +6.4% | -26.6% | -22.2% |
| 6M | -0.2% | +0.7% | -0.9% | -0.7% |
| YTD | -6.4% | +23.0% | -29.4% | -14.8% |
| 1Y | -3.1% | +17.9% | -21.0% | -10.3% |
| 3Y | +96.7% | +154.9% | -58.2% | +30.5% |
| 5Y | +21.3% | +157.3% | -136.0% | -21.1% |
| 10Y | +237.7% | +373.4% | -135.6% | +68.4% |
| All | +1,094.1% | +4,599.0% | -3,504.9% | +178.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling