+32.4%
ET vs BB
+104.0%
-71.5%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.6% | -0.8% |
| 7D | +0.2% | -0.4% | +0.6% | +0.2% |
| 30D | +2.9% | -12.5% | +15.4% | +2.7% |
| 3M | +16.8% | -17.4% | +34.2% | +16.0% |
| 6M | +18.9% | +119.1% | -100.3% | +20.2% |
| YTD | +37.7% | +102.4% | -64.7% | +39.1% |
| 1Y | +32.4% | +98.2% | -65.7% | +34.9% |
| All | +32.4% | +104.0% | -71.5% | +34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling