+126.1%
ETR vs BAH
-3.7%
+129.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +0.4% | -1.3% | +1.7% | +0.5% |
| 30D | +2.0% | -6.6% | +8.7% | +2.6% |
| 3M | -1.7% | -7.2% | +5.5% | -1.3% |
| 6M | +3.6% | -10.0% | +13.6% | +4.1% |
| YTD | +18.0% | -12.5% | +30.5% | +18.4% |
| 1Y | +26.2% | -27.9% | +54.1% | +29.4% |
| 3Y | +148.0% | -31.4% | +179.4% | +143.5% |
| 5Y | +126.1% | -3.2% | +129.3% | +104.9% |
| All | +126.1% | -3.7% | +129.7% | +104.9% |
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