+163.4%
ET vs BB
+24.8%
+138.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.2% |
| 7D | +3.0% | +9.0% | -5.9% | +2.0% |
| 30D | -3.5% | +7.7% | -11.1% | -4.6% |
| 3M | -5.6% | +4.0% | -9.6% | -6.7% |
| 6M | +0.5% | +46.6% | -46.1% | -5.9% |
| YTD | +26.3% | +140.6% | -114.3% | +10.7% |
| 1Y | +25.7% | +103.1% | -77.5% | +12.1% |
| 3Y | +85.1% | +150.5% | -65.5% | +54.8% |
| 5Y | +216.4% | -15.4% | +231.8% | +196.8% |
| All | +163.4% | +24.8% | +138.7% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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