+521.5%
ET vs BAH
+1,074.5%
-553.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.5% |
| 7D | -4.4% | -1.5% | -2.9% | -4.2% |
| 30D | -4.8% | +17.3% | -22.0% | -8.4% |
| 3M | -3.4% | +14.9% | -18.3% | -7.0% |
| 6M | +2.2% | +14.2% | -12.1% | -2.1% |
| YTD | +24.2% | +5.1% | +19.1% | +20.0% |
| 1Y | +24.5% | +2.1% | +22.4% | +21.0% |
| 3Y | +83.6% | -26.0% | +109.6% | +86.5% |
| 5Y | +203.4% | +9.0% | +194.4% | +168.3% |
| 10Y | +166.5% | +208.8% | -42.3% | +66.1% |
| All | +521.5% | +1,074.5% | -553.0% | +163.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling