+84.5%
ET vs BB
+154.6%
-70.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.6% | +1.8% |
| 7D | -1.9% | +11.6% | -13.5% | -2.3% |
| 30D | -3.1% | +2.6% | -5.7% | -3.3% |
| 3M | -3.9% | +3.5% | -7.4% | -4.2% |
| 6M | +4.0% | +43.5% | -39.5% | +0.9% |
| YTD | +26.4% | +141.2% | -114.7% | +18.1% |
| 1Y | +24.9% | +97.4% | -72.5% | +18.4% |
| All | +84.5% | +154.6% | -70.1% | +67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling