+92.6%
BAX vs ET
+1,435.0%
-1,342.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | -1.1% | +0.9% | -2.0% | -1.3% |
| 30D | -5.5% | +7.5% | -12.9% | -6.4% |
| 3M | +33.5% | +11.4% | +22.1% | +31.6% |
| 6M | +35.9% | +18.5% | +17.3% | +32.6% |
| YTD | +35.4% | +37.4% | -2.0% | +29.5% |
| 1Y | +9.8% | +30.9% | -21.2% | +5.6% |
| 3Y | -32.7% | +98.7% | -131.5% | -38.8% |
| 5Y | -65.6% | +230.7% | -296.3% | -70.8% |
| 10Y | -34.9% | +175.6% | -210.5% | -45.8% |
| All | +92.6% | +1,435.0% | -1,342.4% | -8.8% |
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