-39.3%
BAX vs ET
+177.0%
-216.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.7% | -1.5% |
| 7D | -7.9% | +0.2% | -8.1% | -7.9% |
| 30D | -11.7% | +2.9% | -14.5% | -12.0% |
| 3M | +16.2% | +16.8% | -0.6% | +13.7% |
| 6M | +32.0% | +18.9% | +13.1% | +28.7% |
| YTD | +24.7% | +37.7% | -13.0% | +19.2% |
| 1Y | -2.6% | +32.4% | -35.1% | -6.5% |
| 3Y | -35.0% | +99.5% | -134.5% | -40.8% |
| 5Y | -67.6% | +244.0% | -311.5% | -72.3% |
| All | -39.3% | +177.0% | -216.3% | -43.4% |
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