+238.2%
ET vs BAH
-2.8%
+241.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | +0.2% |
| 7D | +0.4% | -4.3% | +4.8% | +0.9% |
| 30D | +6.9% | -4.5% | +11.3% | +7.4% |
| 3M | +13.1% | -7.6% | +20.7% | +13.9% |
| 6M | +18.7% | -10.6% | +29.3% | +19.8% |
| YTD | +37.4% | -12.6% | +50.0% | +38.3% |
| 1Y | +34.8% | -27.0% | +61.8% | +38.9% |
| 3Y | +96.8% | -31.5% | +128.3% | +94.5% |
| 5Y | +238.2% | -3.8% | +242.0% | +201.6% |
| All | +238.2% | -2.8% | +241.0% | +201.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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