-2.6%
BAX vs ET
+33.4%
-36.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.7% | -1.6% |
| 7D | -7.9% | +0.2% | -8.1% | -7.9% |
| 30D | -11.7% | +2.9% | -14.5% | -11.6% |
| 3M | +16.2% | +16.8% | -0.6% | +15.7% |
| 6M | +32.0% | +18.9% | +13.1% | +30.5% |
| YTD | +24.7% | +37.7% | -13.0% | +21.6% |
| 1Y | -2.6% | +32.4% | -35.1% | -8.5% |
| All | -2.6% | +33.4% | -36.1% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling