-38.3%
BAX vs ETR
+298.4%
-336.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.4% |
| 7D | -5.4% | -1.9% | -3.5% | -4.9% |
| 30D | -12.4% | -0.2% | -12.2% | -12.4% |
| 3M | +19.1% | -3.7% | +22.8% | +20.4% |
| 6M | +38.6% | +2.1% | +36.5% | +37.2% |
| YTD | +26.7% | +16.5% | +10.2% | +19.9% |
| 1Y | +1.0% | +22.5% | -21.5% | -6.2% |
| 3Y | -33.9% | +144.7% | -178.6% | -52.9% |
| 5Y | -67.0% | +125.2% | -192.2% | -76.0% |
| All | -38.3% | +298.4% | -336.7% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling