-66.9%
BAX vs ETR
+129.9%
-196.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.2% | -4.9% | -4.1% |
| 7D | -2.4% | +1.4% | -3.8% | -2.8% |
| 30D | -9.7% | +1.9% | -11.6% | -10.2% |
| 3M | +29.3% | +1.0% | +28.3% | +28.8% |
| 6M | +40.7% | +4.8% | +35.8% | +38.5% |
| YTD | +30.3% | +19.5% | +10.7% | +23.5% |
| 1Y | +3.4% | +28.1% | -24.7% | -4.2% |
| 3Y | -32.0% | +151.1% | -183.2% | -51.0% |
| 5Y | -66.9% | +125.2% | -192.0% | -75.7% |
| All | -66.9% | +129.9% | -196.8% | -75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling