-33.4%
BAX vs ET
+97.4%
-130.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.1% |
| 7D | -5.1% | +0.6% | -5.7% | -5.3% |
| 30D | -12.2% | +5.3% | -17.5% | -13.5% |
| 3M | +21.8% | +15.6% | +6.2% | +16.5% |
| 6M | +36.3% | +20.6% | +15.7% | +28.2% |
| YTD | +27.8% | +38.5% | -10.7% | +14.5% |
| 1Y | -0.1% | +35.7% | -35.8% | -9.9% |
| All | -33.4% | +97.4% | -130.7% | -51.2% |
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