+151.1%
ETR vs BAH
-32.1%
+183.3%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.2% |
| 7D | +1.4% | -4.3% | +5.7% | +1.5% |
| 30D | +1.9% | -4.5% | +6.3% | +2.0% |
| 3M | +1.0% | -7.6% | +8.6% | +1.0% |
| 6M | +4.8% | -10.6% | +15.5% | +4.9% |
| YTD | +19.5% | -12.6% | +32.1% | +19.3% |
| 1Y | +28.1% | -27.0% | +55.1% | +28.9% |
| 3Y | +151.1% | -31.5% | +182.6% | +149.6% |
| All | +151.1% | -32.1% | +183.3% | +149.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling