-33.4%
BAX vs ETR
+148.1%
-181.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.7% |
| 7D | -5.1% | +0.4% | -5.5% | -5.2% |
| 30D | -12.2% | +2.0% | -14.2% | -12.5% |
| 3M | +21.8% | -1.7% | +23.5% | +22.1% |
| 6M | +36.3% | +3.6% | +32.7% | +35.4% |
| YTD | +27.8% | +18.0% | +9.8% | +23.9% |
| 1Y | -0.1% | +26.2% | -26.3% | -4.5% |
| All | -33.4% | +148.1% | -181.5% | -46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling