+461.6%
ETR vs BAH
+886.2%
-424.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | +1.4% | -3.2% | +4.7% | +2.0% |
| 30D | +1.0% | +2.0% | -1.0% | +0.5% |
| 3M | -1.3% | -7.6% | +6.4% | -0.3% |
| 6M | +1.9% | -5.7% | +7.6% | +2.1% |
| YTD | +18.2% | -11.7% | +29.9% | +19.0% |
| 1Y | +24.7% | -27.4% | +52.0% | +29.7% |
| 3Y | +150.7% | -32.5% | +183.2% | +156.6% |
| 5Y | +127.0% | -3.3% | +130.4% | +112.4% |
| 10Y | +295.5% | +186.0% | +109.5% | +216.0% |
| All | +461.6% | +886.2% | -424.6% | +252.2% |
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