+92.4%
BAX vs ET
+1,310.3%
-1,217.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +49.0% |
| YTD | +35.2% | +26.2% | +9.0% | +30.7% |
| 1Y | +38.3% | +25.2% | +13.1% | +33.8% |
| 3Y | -19.0% | +84.2% | -103.2% | -25.7% |
| 5Y | -64.2% | +216.1% | -280.2% | -69.5% |
| 10Y | -35.7% | +160.7% | -196.4% | -46.0% |
| All | +92.4% | +1,310.3% | -1,217.9% | -7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling