+56.7%
BDX vs ET
+177.0%
-120.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -3.2% | +0.2% | -3.4% | -3.2% |
| 30D | -2.5% | +2.9% | -5.4% | -2.9% |
| 3M | +21.4% | +16.8% | +4.6% | +19.3% |
| 6M | +10.4% | +18.9% | -8.5% | +8.2% |
| YTD | +18.8% | +37.7% | -18.9% | +14.5% |
| 1Y | +21.7% | +32.4% | -10.8% | +17.7% |
| 3Y | -10.0% | +99.5% | -109.4% | -16.9% |
| 5Y | -1.8% | +244.0% | -245.8% | -14.2% |
| All | +56.7% | +177.0% | -120.3% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling