-33.1%
BAX vs ET
+160.8%
-194.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.1% | +2.5% | -2.5% | -0.3% |
| 30D | +4.1% | -2.5% | +6.5% | +4.3% |
| 3M | -4.5% | -4.9% | +0.3% | -4.0% |
| 6M | +49.2% | -0.1% | +49.3% | +48.9% |
| YTD | +35.2% | +26.2% | +9.0% | +30.3% |
| 1Y | +38.3% | +25.2% | +13.1% | +33.4% |
| 3Y | -19.0% | +84.2% | -103.2% | -26.0% |
| 5Y | -64.2% | +216.1% | -280.2% | -69.4% |
| All | -33.1% | +160.8% | -194.0% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling