-19.0%
BAX vs ET
+84.2%
-103.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.1% | +2.5% | -2.5% | -0.5% |
| 30D | +4.1% | -2.5% | +6.5% | +4.4% |
| 3M | -4.5% | -4.9% | +0.3% | -3.7% |
| 6M | +49.2% | -0.1% | +49.3% | +48.3% |
| YTD | +35.2% | +26.2% | +9.0% | +24.3% |
| 1Y | +38.3% | +25.2% | +13.1% | +27.3% |
| 3Y | -19.0% | +84.2% | -103.2% | -37.3% |
| All | -19.0% | +84.2% | -103.2% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling