+587.5%
ET vs BAH
+886.2%
-298.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +0.6% |
| 7D | +0.9% | -3.2% | +4.1% | +1.7% |
| 30D | +7.5% | +2.0% | +5.5% | +6.8% |
| 3M | +11.4% | -7.6% | +19.0% | +13.0% |
| 6M | +18.5% | -5.7% | +24.2% | +18.9% |
| YTD | +37.4% | -11.7% | +49.1% | +38.9% |
| 1Y | +30.9% | -27.4% | +58.3% | +38.5% |
| 3Y | +98.7% | -32.5% | +131.3% | +105.3% |
| 5Y | +230.7% | -3.3% | +234.0% | +200.0% |
| 10Y | +175.6% | +186.0% | -10.4% | +74.2% |
| All | +587.5% | +886.2% | -298.8% | +205.0% |
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