+875.9%
BAX vs ETR
+4,412.2%
-3,536.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -1.1% | +1.4% | -2.6% | -1.6% |
| 30D | -5.5% | +1.0% | -6.4% | -5.8% |
| 3M | +33.5% | -1.3% | +34.8% | +33.9% |
| 6M | +35.9% | +1.9% | +34.0% | +34.8% |
| YTD | +35.4% | +18.2% | +17.2% | +28.5% |
| 1Y | +9.8% | +24.7% | -14.9% | +2.4% |
| 3Y | -32.7% | +150.7% | -183.4% | -49.4% |
| 5Y | -65.6% | +127.0% | -192.6% | -73.5% |
| 10Y | -34.9% | +295.5% | -330.4% | -58.0% |
| All | +875.9% | +4,412.2% | -3,536.3% | +188.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling